+73.3%
CSGP vs COO
+43.8%
+29.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | +13.9% | +5.3% | +8.6% | +11.3% |
| 30D | +16.0% | +12.5% | +3.5% | +10.3% |
| 3M | +6.1% | -15.1% | +21.2% | +13.4% |
| 6M | -8.2% | +3.7% | -11.9% | -10.4% |
| YTD | -52.3% | -22.5% | -29.8% | -47.1% |
| 1Y | -54.5% | -7.8% | -46.7% | -53.4% |
| 3Y | -58.6% | -24.1% | -34.5% | -55.5% |
| 5Y | -61.5% | -40.1% | -21.4% | -54.5% |
| All | +73.3% | +43.8% | +29.5% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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