-58.4%
CSGP vs CG
+48.3%
-106.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | +0.5% |
| 7D | +13.9% | -1.5% | +15.4% | +14.4% |
| 30D | +16.0% | +2.8% | +13.2% | +14.9% |
| 3M | +6.1% | -19.2% | +25.3% | +13.3% |
| 6M | -8.2% | -21.0% | +12.8% | -1.7% |
| YTD | -52.3% | -31.0% | -21.4% | -46.8% |
| 1Y | -54.5% | -21.1% | -33.4% | -51.4% |
| All | -58.4% | +48.3% | -106.7% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling