-61.5%
CSGP vs A
+13.7%
-75.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.3% |
| 7D | +13.9% | -5.2% | +19.1% | +16.3% |
| 30D | +16.0% | +1.4% | +14.6% | +14.6% |
| 3M | +6.1% | +21.9% | -15.8% | -4.2% |
| 6M | -8.2% | +46.7% | -54.8% | -24.9% |
| YTD | -52.3% | +27.2% | -79.5% | -58.3% |
| 1Y | -54.5% | +17.9% | -72.4% | -58.7% |
| 3Y | -58.6% | +61.1% | -119.7% | -69.3% |
| 5Y | -61.5% | +13.8% | -75.3% | -67.0% |
| All | -61.5% | +13.7% | -75.2% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling