+65.2%
CSGP vs CG
+290.3%
-225.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.4% |
| 7D | +1.3% | -1.2% | +2.5% | +1.7% |
| 30D | +10.7% | +5.0% | +5.7% | +8.7% |
| 3M | +3.3% | -18.2% | +21.5% | +11.1% |
| 6M | -10.3% | -20.7% | +10.4% | -3.3% |
| YTD | -54.6% | -31.4% | -23.1% | -48.5% |
| 1Y | -54.6% | -22.3% | -32.4% | -51.0% |
| 3Y | -60.3% | +50.2% | -110.5% | -68.3% |
| 5Y | -63.3% | -22.1% | -41.3% | -63.7% |
| All | +65.2% | +290.3% | -225.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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