-54.8%
CSGP vs RNG
+176.7%
-231.5%
-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% | +3.5% | +3.0% |
| 7D | +1.3% | +4.6% | -3.3% | +0.3% |
| 30D | +2.8% | +0.4% | +2.4% | +2.0% |
| 3M | -6.3% | +11.4% | -17.7% | -9.8% |
| 6M | -3.2% | +95.7% | -98.8% | -18.9% |
| YTD | -54.0% | +162.9% | -216.8% | -64.9% |
| 1Y | -54.8% | +180.3% | -235.1% | -66.4% |
| All | -54.8% | +176.7% | -231.5% | -66.4% |
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