-62.8%
CSGP vs RNG
+135.4%
-198.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.6% |
| 7D | -4.1% | +5.8% | -9.8% | -5.2% |
| 30D | +2.3% | +19.6% | -17.3% | -1.3% |
| 3M | -8.2% | +67.0% | -75.2% | -17.7% |
| 6M | -35.1% | +88.4% | -123.4% | -43.4% |
| YTD | -54.0% | +155.5% | -209.5% | -62.5% |
| 1Y | -65.3% | +141.7% | -207.0% | -71.5% |
| All | -62.8% | +135.4% | -198.1% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling