-62.2%
CSGP vs COMP
-52.8%
-9.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +2.8% |
| 7D | +18.3% | +9.5% | +8.8% | +16.6% |
| 30D | +17.8% | +8.1% | +9.7% | +16.5% |
| 3M | +9.3% | -16.3% | +25.6% | +12.1% |
| 6M | -7.9% | +42.2% | -50.1% | -13.9% |
| YTD | -51.5% | -5.0% | -46.5% | -52.2% |
| 1Y | -53.3% | +20.1% | -73.4% | -55.7% |
| 3Y | -57.9% | +358.4% | -416.3% | -68.7% |
| 5Y | -61.3% | -21.9% | -39.4% | -65.9% |
| All | -62.2% | -52.8% | -9.4% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling