-62.8%
CSGP vs RGEN
-3.7%
-59.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -4.1% | -4.9% | +0.9% | -3.0% |
| 30D | +2.3% | +5.7% | -3.4% | +0.8% |
| 3M | -8.2% | +32.4% | -40.6% | -14.7% |
| 6M | -35.1% | +33.2% | -68.2% | -40.1% |
| YTD | -54.0% | +2.3% | -56.3% | -54.8% |
| 1Y | -65.3% | +39.0% | -104.3% | -68.5% |
| All | -62.8% | -3.7% | -59.1% | -65.0% |
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 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