+65.1%
CSGP vs CG
+308.6%
-243.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -3.2% | +2.0% | -5.1% | -3.9% |
| 30D | +2.2% | +8.5% | -6.3% | -0.9% |
| 3M | -3.7% | -12.1% | +8.5% | +0.9% |
| 6M | -7.4% | -16.4% | +9.0% | -1.9% |
| YTD | -54.9% | -28.0% | -26.9% | -49.8% |
| 1Y | -54.9% | -18.9% | -36.0% | -52.0% |
| 3Y | -61.9% | +51.2% | -113.2% | -69.6% |
| 5Y | -63.1% | -15.9% | -47.2% | -64.5% |
| 10Y | +65.1% | +305.9% | -240.8% | -4.6% |
| All | +65.1% | +308.6% | -243.5% | -4.6% |
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