-58.4%
CSGP vs A
+61.4%
-119.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.6% |
| 7D | +13.9% | -5.2% | +19.1% | +15.8% |
| 30D | +16.0% | +1.4% | +14.6% | +14.8% |
| 3M | +6.1% | +21.9% | -15.8% | -2.6% |
| 6M | -8.2% | +46.7% | -54.8% | -22.3% |
| YTD | -52.3% | +27.2% | -79.5% | -57.2% |
| 1Y | -54.5% | +17.9% | -72.4% | -57.7% |
| All | -58.4% | +61.4% | -119.8% | -66.2% |
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