+65.2%
CSGP vs RGEN
+527.2%
-462.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -5.5% |
| 7D | +1.3% | -1.9% | +3.2% | +1.6% |
| 30D | +10.7% | +3.7% | +6.9% | +8.8% |
| 3M | +3.3% | +8.8% | -5.5% | -0.4% |
| 6M | -10.3% | +38.0% | -48.3% | -19.8% |
| YTD | -54.6% | +5.9% | -60.4% | -56.5% |
| 1Y | -54.6% | +19.7% | -74.3% | -58.1% |
| 3Y | -60.3% | +20.5% | -80.9% | -65.4% |
| 5Y | -63.3% | -35.0% | -28.3% | -64.4% |
| All | +65.2% | +527.2% | -462.0% | -16.0% |
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