-54.6%
CSGP vs ALL
+28.6%
-83.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.5% | -0.2% | -2.5% |
| 7D | +1.3% | -1.9% | +3.2% | +2.4% |
| 30D | +10.7% | +13.8% | -3.1% | +6.4% |
| 3M | +3.3% | -7.0% | +10.3% | +4.9% |
| 6M | -10.3% | +18.0% | -28.4% | -13.0% |
| YTD | -54.6% | +24.2% | -78.8% | -55.3% |
| 1Y | -54.6% | +31.2% | -85.8% | -56.1% |
| All | -54.6% | +28.6% | -83.2% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling