-62.8%
CSGP vs COMP
+215.9%
-278.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.5% |
| 7D | -4.1% | +1.4% | -5.4% | -4.3% |
| 30D | +2.3% | -13.3% | +15.6% | +4.5% |
| 3M | -8.2% | +41.1% | -49.3% | -13.2% |
| 6M | -35.1% | +17.2% | -52.2% | -37.5% |
| YTD | -54.0% | +5.2% | -59.2% | -55.1% |
| 1Y | -65.3% | +18.9% | -84.2% | -67.0% |
| All | -62.8% | +215.9% | -278.7% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling