-56.4%
CSGP vs RGEN
+9.1%
-65.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | -0.1% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | +0.3% | -5.1% | +5.4% | +0.6% |
| 3M | -1.3% | +0.5% | -1.8% | -3.4% |
| 6M | -8.9% | +46.6% | -55.5% | -19.7% |
| YTD | -55.2% | +1.6% | -56.9% | -55.6% |
| 1Y | -56.4% | +5.4% | -61.8% | -57.2% |
| All | -56.4% | +9.1% | -65.5% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling