+3,264.4%
CSGP vs RGEN
+10,416.1%
-7,151.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -4.1% | -4.9% | +0.9% | -3.6% |
| 30D | +2.3% | +5.7% | -3.4% | +1.6% |
| 3M | -8.2% | +32.4% | -40.6% | -11.3% |
| 6M | -35.1% | +33.2% | -68.2% | -37.4% |
| YTD | -54.0% | +2.3% | -56.3% | -54.4% |
| 1Y | -65.3% | +39.0% | -104.3% | -66.8% |
| 3Y | -62.6% | -4.6% | -57.9% | -63.4% |
| 5Y | -64.8% | -42.7% | -22.1% | -64.4% |
| 10Y | +45.1% | +433.6% | -388.5% | +19.0% |
| All | +3,264.4% | +10,416.1% | -7,151.7% | +2,297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling