+44.1%
CSGP vs CMS
+117.1%
-73.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.1% | +0.4% | -4.4% | -4.2% |
| 30D | +2.3% | -3.6% | +5.9% | +3.7% |
| 3M | -8.2% | -1.9% | -6.3% | -7.5% |
| 6M | -35.1% | -11.0% | -24.1% | -32.2% |
| YTD | -54.0% | +0.2% | -54.2% | -54.3% |
| 1Y | -65.3% | -1.3% | -64.0% | -65.4% |
| 3Y | -62.6% | +35.9% | -98.5% | -67.5% |
| 5Y | -64.8% | +23.1% | -87.9% | -68.6% |
| All | +44.1% | +117.1% | -73.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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