+62.6%
CSGP vs RNG
+248.5%
-185.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | -7.1% | -3.5% | -3.6% | -6.3% |
| 30D | +3.6% | -3.8% | +7.4% | +4.0% |
| 3M | -2.7% | +18.6% | -21.3% | -7.1% |
| 6M | -8.0% | +69.2% | -77.2% | -19.9% |
| YTD | -55.0% | +161.9% | -216.9% | -65.3% |
| 1Y | -55.8% | +176.2% | -232.0% | -66.3% |
| 3Y | -62.0% | +174.5% | -236.5% | -72.4% |
| 5Y | -62.9% | -71.9% | +9.0% | -56.8% |
| 10Y | +62.6% | +235.4% | -172.8% | -7.5% |
| All | +62.6% | +248.5% | -185.9% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling