+3,446.1%
CSGP vs COO
+1,333.0%
+2,113.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +2.2% |
| 7D | +18.3% | +8.4% | +9.9% | +15.4% |
| 30D | +17.8% | +13.5% | +4.3% | +13.5% |
| 3M | +9.3% | -13.8% | +23.0% | +13.8% |
| 6M | -7.9% | +4.7% | -12.6% | -9.7% |
| YTD | -51.5% | -21.4% | -30.1% | -48.2% |
| 1Y | -53.3% | -6.7% | -46.6% | -52.6% |
| 3Y | -57.9% | -23.0% | -34.9% | -55.7% |
| 5Y | -61.3% | -38.7% | -22.6% | -56.7% |
| 10Y | +77.5% | +46.8% | +30.8% | +54.1% |
| All | +3,446.1% | +1,333.0% | +2,113.1% | +1,397.1% |
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 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