+65.2%
CSGP vs COO
+41.2%
+24.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -3.9% |
| 7D | +1.3% | +4.7% | -3.5% | -0.7% |
| 30D | +10.7% | +13.9% | -3.2% | +4.8% |
| 3M | +3.3% | -14.9% | +18.2% | +10.3% |
| 6M | -10.3% | +2.0% | -12.4% | -11.8% |
| YTD | -54.6% | -23.9% | -30.7% | -49.2% |
| 1Y | -54.6% | -9.6% | -45.0% | -53.1% |
| 3Y | -60.3% | -25.4% | -34.9% | -57.1% |
| 5Y | -63.3% | -41.2% | -22.1% | -56.3% |
| All | +65.2% | +41.2% | +24.0% | +45.2% |
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