-64.8%
CSGP vs RNG
-70.5%
+5.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.6% |
| 7D | -4.1% | +5.8% | -9.8% | -5.3% |
| 30D | +2.3% | +19.6% | -17.3% | -1.6% |
| 3M | -8.2% | +67.0% | -75.2% | -18.6% |
| 6M | -35.1% | +88.4% | -123.4% | -44.4% |
| YTD | -54.0% | +155.5% | -209.5% | -63.6% |
| 1Y | -65.3% | +141.7% | -207.0% | -72.3% |
| 3Y | -62.6% | +131.1% | -193.6% | -71.2% |
| All | -64.8% | -70.5% | +5.8% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling