-64.8%
CSGP vs INDA
+8.8%
-73.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | +2.3% | -0.8% | +3.1% | +2.9% |
| 3M | -8.2% | +3.9% | -12.1% | -10.7% |
| 6M | -35.1% | -0.7% | -34.3% | -35.0% |
| YTD | -54.0% | -7.7% | -46.4% | -51.5% |
| 1Y | -65.3% | -5.1% | -60.2% | -64.2% |
| 3Y | -62.6% | +13.6% | -76.2% | -68.3% |
| All | -64.8% | +8.8% | -73.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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