-54.9%
CSGP vs RNG
+171.5%
-226.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.1% |
| 7D | -3.2% | -6.0% | +2.8% | -1.8% |
| 30D | +2.2% | -7.4% | +9.6% | +3.3% |
| 3M | -3.7% | +14.6% | -18.2% | -7.8% |
| 6M | -7.4% | +61.5% | -69.0% | -19.5% |
| YTD | -54.9% | +155.7% | -210.6% | -65.4% |
| 1Y | -54.9% | +172.5% | -227.3% | -66.2% |
| All | -54.9% | +171.5% | -226.3% | -66.2% |
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 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