+73.3%
CSGP vs CMS
+130.3%
-57.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +13.9% | +1.7% | +12.2% | +13.2% |
| 30D | +16.0% | +8.6% | +7.4% | +12.6% |
| 3M | +6.1% | -0.5% | +6.6% | +6.4% |
| 6M | -8.2% | -4.2% | -4.0% | -6.5% |
| YTD | -52.3% | +3.4% | -55.8% | -53.1% |
| 1Y | -54.5% | +0.4% | -54.9% | -54.8% |
| 3Y | -58.6% | +38.2% | -96.8% | -64.2% |
| 5Y | -61.5% | +35.4% | -96.9% | -66.8% |
| All | +73.3% | +130.3% | -57.0% | +45.4% |
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