+3,446.1%
CSGP vs CMS
+289.5%
+3,156.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.6% |
| 7D | +18.3% | +4.1% | +14.2% | +17.0% |
| 30D | +17.8% | +10.9% | +6.9% | +14.6% |
| 3M | +9.3% | -0.2% | +9.5% | +9.4% |
| 6M | -7.9% | -4.7% | -3.2% | -6.6% |
| YTD | -51.5% | +3.9% | -55.4% | -52.1% |
| 1Y | -53.3% | +0.4% | -53.7% | -53.5% |
| 3Y | -57.9% | +38.8% | -96.7% | -61.8% |
| 5Y | -61.3% | +37.1% | -98.4% | -65.0% |
| 10Y | +77.5% | +132.7% | -55.1% | +38.8% |
| All | +3,446.1% | +289.5% | +3,156.6% | +1,566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling