-63.2%
CSGP vs RGEN
-35.1%
-28.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -5.4% |
| 7D | +1.3% | -1.9% | +3.2% | +1.6% |
| 30D | +10.7% | +3.7% | +6.9% | +8.9% |
| 3M | +3.3% | +8.8% | -5.5% | -0.4% |
| 6M | -10.3% | +38.0% | -48.3% | -19.5% |
| YTD | -54.6% | +5.9% | -60.4% | -56.4% |
| 1Y | -54.6% | +19.7% | -74.3% | -58.0% |
| 3Y | -60.3% | +20.5% | -80.9% | -65.4% |
| All | -63.2% | -35.1% | -28.1% | -67.2% |
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 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