-58.4%
CSGP vs RGEN
+12.2%
-70.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -0.5% |
| 7D | +13.9% | -10.7% | +24.6% | +16.3% |
| 30D | +16.0% | -3.6% | +19.6% | +16.2% |
| 3M | +6.1% | +6.2% | -0.1% | +3.3% |
| 6M | -8.2% | +34.1% | -42.3% | -16.0% |
| YTD | -52.3% | +2.8% | -55.2% | -53.7% |
| 1Y | -54.5% | +15.5% | -70.0% | -57.1% |
| All | -58.4% | +12.2% | -70.6% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling