-62.8%
CSGP vs COMP
-56.6%
-6.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.2% | +6.5% | -0.4% |
| 7D | +13.9% | -1.8% | +15.7% | +14.1% |
| 30D | +16.0% | -0.8% | +16.8% | +16.2% |
| 3M | +6.1% | -28.1% | +34.2% | +11.4% |
| 6M | -8.2% | +27.0% | -35.2% | -12.6% |
| YTD | -52.3% | -12.8% | -39.6% | -52.4% |
| 1Y | -54.5% | +4.9% | -59.4% | -55.9% |
| 3Y | -58.6% | +321.0% | -379.6% | -68.9% |
| 5Y | -61.5% | -25.6% | -35.9% | -65.7% |
| All | -62.8% | -56.6% | -6.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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