-54.6%
CSGP vs RNG
+163.9%
-218.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.4% |
| 3M | +3.3% | +16.8% | -13.5% | -1.6% |
| 6M | -10.3% | +58.5% | -68.8% | -21.6% |
| YTD | -54.6% | +151.3% | -205.9% | -65.0% |
| 1Y | -54.6% | +169.0% | -223.7% | -65.7% |
| All | -54.6% | +163.9% | -218.6% | -65.7% |
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