+55.6%
CSGP vs RNG
+236.7%
-181.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | -6.1% | +2.3% | -8.4% | -6.6% |
| 30D | +0.3% | -3.4% | +3.7% | +0.6% |
| 3M | -1.3% | +20.9% | -22.2% | -6.2% |
| 6M | -8.9% | +82.2% | -91.1% | -22.0% |
| YTD | -55.2% | +164.6% | -219.9% | -65.5% |
| 1Y | -56.4% | +177.0% | -233.4% | -66.8% |
| 3Y | -62.2% | +177.4% | -239.6% | -72.6% |
| 5Y | -63.7% | -72.3% | +8.7% | -57.5% |
| All | +55.6% | +236.7% | -181.1% | -11.2% |
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