-58.4%
CSGP vs ALL
+115.1%
-173.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +13.9% | +4.2% | +9.7% | +12.6% |
| 30D | +16.0% | +18.9% | -2.9% | +11.2% |
| 3M | +6.1% | +1.2% | +4.9% | +5.4% |
| 6M | -8.2% | +23.2% | -31.4% | -12.1% |
| YTD | -52.3% | +30.0% | -82.3% | -54.8% |
| 1Y | -54.5% | +39.6% | -94.1% | -57.5% |
| All | -58.4% | +115.1% | -173.5% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling