-61.5%
CSGP vs RGEN
-36.7%
-24.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -0.3% |
| 7D | +13.9% | -10.7% | +24.6% | +16.9% |
| 30D | +16.0% | -3.6% | +19.6% | +16.3% |
| 3M | +6.1% | +6.2% | -0.1% | +3.0% |
| 6M | -8.2% | +34.1% | -42.3% | -17.0% |
| YTD | -52.3% | +2.8% | -55.2% | -53.9% |
| 1Y | -54.5% | +15.5% | -70.0% | -57.4% |
| 3Y | -58.6% | +12.1% | -70.6% | -63.1% |
| 5Y | -61.5% | -36.9% | -24.6% | -65.6% |
| All | -61.5% | -36.7% | -24.8% | -65.6% |
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