+338.4%
CSGP vs CG
+351.2%
-12.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.9% |
| 7D | -4.1% | -4.3% | +0.3% | -2.6% |
| 30D | +2.3% | -5.1% | +7.4% | +4.2% |
| 3M | -8.2% | +8.7% | -16.8% | -11.1% |
| 6M | -35.1% | -9.2% | -25.8% | -33.5% |
| YTD | -54.0% | -18.9% | -35.2% | -51.1% |
| 1Y | -65.3% | -25.6% | -39.7% | -62.2% |
| 3Y | -62.6% | +57.3% | -119.8% | -69.9% |
| 5Y | -64.8% | +10.2% | -75.0% | -68.9% |
| 10Y | +45.1% | +364.2% | -319.1% | -21.5% |
| All | +338.4% | +351.2% | -12.8% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling