+65.2%
CSGP vs RNG
+256.7%
-191.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.0% |
| 7D | +1.3% | -11.3% | +12.6% | +3.9% |
| 30D | +10.7% | -5.7% | +16.4% | +11.6% |
| 3M | +3.3% | +16.8% | -13.5% | -1.0% |
| 6M | -10.3% | +58.5% | -68.8% | -20.8% |
| YTD | -54.6% | +151.3% | -205.9% | -64.6% |
| 1Y | -54.6% | +169.0% | -223.7% | -65.2% |
| 3Y | -60.3% | +156.9% | -217.3% | -70.8% |
| 5Y | -63.3% | -69.0% | +5.7% | -58.5% |
| All | +65.2% | +256.7% | -191.4% | -6.2% |
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