-8.2%
CSGP vs RNG
+57.4%
-65.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | -0.6% |
| 7D | +13.9% | -11.2% | +25.1% | +16.9% |
| 30D | +16.0% | -3.8% | +19.8% | +15.9% |
| 3M | +6.1% | +21.1% | -15.1% | -1.3% |
| 6M | -8.2% | +56.2% | -64.4% | -21.2% |
| All | -8.2% | +57.4% | -65.5% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling