+17.8%
CSGP vs CMS
+11.2%
+6.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +0.7% |
| 7D | +18.3% | +4.1% | +14.2% | +7.8% |
| 30D | +17.8% | +10.9% | +6.9% | -7.3% |
| All | +17.8% | +11.2% | +6.6% | -7.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling