-60.3%
CSGP vs A
+64.2%
-124.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -5.3% |
| 7D | +1.3% | -0.1% | +1.3% | +1.2% |
| 30D | +10.7% | +3.4% | +7.3% | +8.8% |
| 3M | +3.3% | +23.8% | -20.6% | -5.7% |
| 6M | -10.3% | +49.0% | -59.3% | -24.6% |
| YTD | -54.6% | +29.4% | -84.0% | -59.4% |
| 1Y | -54.6% | +19.4% | -74.0% | -58.0% |
| 3Y | -60.3% | +66.2% | -126.5% | -68.0% |
| All | -60.3% | +64.2% | -124.6% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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