+92.3%
CSGP vs RNG
+333.2%
-240.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 3M | +6.1% | +21.1% | -15.1% | +0.7% |
| 6M | -8.2% | +56.2% | -64.4% | -18.8% |
| YTD | -52.3% | +158.8% | -211.1% | -63.3% |
| 1Y | -54.5% | +173.6% | -228.1% | -65.4% |
| 3Y | -58.6% | +163.9% | -222.5% | -69.8% |
| 5Y | -61.5% | -68.1% | +6.6% | -57.0% |
| 10Y | +74.7% | +272.7% | -198.1% | -6.6% |
| All | +92.3% | +333.2% | -240.9% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling