-63.1%
CSGP vs A
+15.8%
-78.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.4% |
| 7D | -3.2% | +1.4% | -4.5% | -3.7% |
| 30D | +2.2% | +4.3% | -2.1% | -0.2% |
| 3M | -3.7% | +19.8% | -23.4% | -12.2% |
| 6M | -7.4% | +54.4% | -61.8% | -26.2% |
| YTD | -54.9% | +31.7% | -86.6% | -61.2% |
| 1Y | -54.9% | +22.4% | -77.3% | -59.7% |
| 3Y | -61.9% | +67.7% | -129.6% | -72.3% |
| 5Y | -63.1% | +15.7% | -78.8% | -68.4% |
| All | -63.1% | +15.8% | -78.9% | -68.4% |
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