-64.8%
CSGP vs COO
-38.8%
-26.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | -4.1% | -2.2% | -1.8% | -3.1% |
| 30D | +2.3% | -7.0% | +9.3% | +5.7% |
| 3M | -8.2% | +12.2% | -20.4% | -12.5% |
| 6M | -35.1% | -15.1% | -19.9% | -30.5% |
| YTD | -54.0% | -15.1% | -38.9% | -50.8% |
| 1Y | -65.3% | +2.3% | -67.6% | -65.8% |
| 3Y | -62.6% | -23.7% | -38.9% | -59.5% |
| All | -64.8% | -38.8% | -26.0% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling