-64.8%
CSGP vs CP
+32.0%
-96.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.6% |
| 7D | -4.1% | -2.7% | -1.4% | -3.1% |
| 30D | +2.3% | +0.2% | +2.2% | +2.2% |
| 3M | -8.2% | +2.6% | -10.7% | -9.2% |
| 6M | -35.1% | +6.0% | -41.0% | -36.9% |
| YTD | -54.0% | +24.9% | -79.0% | -58.6% |
| 1Y | -65.3% | +20.1% | -85.4% | -68.2% |
| 3Y | -62.6% | +16.4% | -79.0% | -66.0% |
| All | -64.8% | +32.0% | -96.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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