-53.3%
CSGP vs RNG
+179.4%
-232.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.1% |
| 7D | +18.3% | -9.6% | +27.9% | +20.8% |
| 30D | +17.8% | -1.4% | +19.2% | +17.5% |
| 3M | +9.3% | +28.8% | -19.5% | +1.8% |
| 6M | -7.9% | +65.6% | -73.5% | -20.4% |
| YTD | -51.5% | +171.4% | -222.9% | -63.3% |
| 1Y | -53.3% | +185.3% | -238.6% | -65.3% |
| All | -53.3% | +179.4% | -232.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling