+3,446.1%
CSGP vs RGEN
+11,081.2%
-7,635.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +18.3% | -3.5% | +21.8% | +18.7% |
| 30D | +17.8% | -6.0% | +23.8% | +18.3% |
| 3M | +9.3% | +19.0% | -9.7% | +6.6% |
| 6M | -7.9% | +50.7% | -58.7% | -12.8% |
| YTD | -51.5% | +8.8% | -60.3% | -52.5% |
| 1Y | -53.3% | +21.3% | -74.6% | -54.8% |
| 3Y | -57.9% | +18.5% | -76.4% | -59.8% |
| 5Y | -61.3% | -35.7% | -25.6% | -61.4% |
| 10Y | +77.5% | +558.3% | -480.7% | +42.4% |
| All | +3,446.1% | +11,081.2% | -7,635.1% | +2,399.4% |
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