+44.1%
CSGP vs RGEN
+433.1%
-388.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -4.1% | -4.9% | +0.9% | -2.8% |
| 30D | +2.3% | +5.7% | -3.4% | +0.6% |
| 3M | -8.2% | +32.4% | -40.6% | -15.7% |
| 6M | -35.1% | +33.2% | -68.2% | -40.9% |
| YTD | -54.0% | +2.3% | -56.3% | -55.0% |
| 1Y | -65.3% | +39.0% | -104.3% | -69.1% |
| 3Y | -62.6% | -4.6% | -57.9% | -65.0% |
| 5Y | -64.8% | -42.7% | -22.1% | -64.4% |
| All | +44.1% | +433.1% | -388.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling