-59.7%
CSGP vs RNG
+165.4%
-225.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | -1.8% | -6.2% | +4.4% | -0.6% |
| 30D | +5.3% | -8.0% | +13.3% | +6.5% |
| 3M | +3.3% | +15.7% | -12.4% | -0.4% |
| 6M | -4.7% | +60.3% | -65.0% | -14.6% |
| YTD | -53.5% | +153.8% | -207.3% | -62.2% |
| 1Y | -53.7% | +172.2% | -225.9% | -62.8% |
| 3Y | -59.7% | +174.8% | -234.6% | -68.6% |
| All | -59.7% | +165.4% | -225.1% | -68.6% |
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