-64.8%
CSGP vs RGEN
-42.4%
-22.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -4.1% | -4.9% | +0.9% | -2.9% |
| 30D | +2.3% | +5.7% | -3.4% | +0.7% |
| 3M | -8.2% | +32.4% | -40.6% | -15.4% |
| 6M | -35.1% | +33.2% | -68.2% | -40.7% |
| YTD | -54.0% | +2.3% | -56.3% | -54.9% |
| 1Y | -65.3% | +39.0% | -104.3% | -68.9% |
| 3Y | -62.6% | -4.6% | -57.9% | -64.8% |
| All | -64.8% | -42.4% | -22.3% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling