-35.1%
CSGP vs RNG
+99.4%
-134.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.3% |
| 7D | -4.1% | +5.8% | -9.8% | -5.7% |
| 30D | +2.3% | +19.6% | -17.3% | -2.8% |
| 3M | -8.2% | +67.0% | -75.2% | -21.0% |
| 6M | -35.1% | +88.4% | -123.4% | -46.5% |
| All | -35.1% | +99.4% | -134.5% | -46.5% |
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