+3,264.4%
CSGP vs COO
+1,448.0%
+1,816.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -4.1% | -2.2% | -1.8% | -3.4% |
| 30D | +2.3% | -7.0% | +9.3% | +4.7% |
| 3M | -8.2% | +12.2% | -20.4% | -11.3% |
| 6M | -35.1% | -15.1% | -19.9% | -31.8% |
| YTD | -54.0% | -15.1% | -38.9% | -51.7% |
| 1Y | -65.3% | +2.3% | -67.6% | -65.7% |
| 3Y | -62.6% | -23.7% | -38.9% | -60.3% |
| 5Y | -64.8% | -38.9% | -25.9% | -60.4% |
| 10Y | +45.1% | +49.9% | -4.8% | +25.4% |
| All | +3,264.4% | +1,448.0% | +1,816.4% | +1,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling