+65.2%
CSGP vs CMS
+125.4%
-60.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.8% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | +10.7% | +6.3% | +4.4% | +8.4% |
| 3M | +3.3% | -2.1% | +5.3% | +4.3% |
| 6M | -10.3% | -5.1% | -5.2% | -8.4% |
| YTD | -54.6% | +1.3% | -55.8% | -54.9% |
| 1Y | -54.6% | -1.4% | -53.3% | -54.6% |
| 3Y | -60.3% | +36.9% | -97.3% | -65.5% |
| 5Y | -63.3% | +32.5% | -95.8% | -68.1% |
| All | +65.2% | +125.4% | -60.2% | +39.8% |
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