+44.1%
CSGP vs ALL
+370.7%
-326.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +2.3% | -1.5% | +3.8% | +2.8% |
| 3M | -8.2% | +23.6% | -31.8% | -15.2% |
| 6M | -35.1% | +22.3% | -57.4% | -39.8% |
| YTD | -54.0% | +26.5% | -80.5% | -58.1% |
| 1Y | -65.3% | +27.0% | -92.3% | -68.6% |
| 3Y | -62.6% | +149.6% | -212.1% | -74.9% |
| 5Y | -64.8% | +118.1% | -182.9% | -75.7% |
| All | +44.1% | +370.7% | -326.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling