+73.3%
CSGP vs KEY
+122.1%
-48.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.9% |
| 7D | +13.9% | -2.5% | +16.4% | +14.6% |
| 30D | +16.0% | +4.1% | +11.9% | +14.9% |
| 3M | +6.1% | -8.4% | +14.4% | +8.4% |
| 6M | -8.2% | -2.3% | -5.9% | -7.8% |
| YTD | -52.3% | +4.6% | -56.9% | -53.1% |
| 1Y | -54.5% | +24.6% | -79.1% | -57.2% |
| 3Y | -58.6% | +112.8% | -171.4% | -66.6% |
| 5Y | -61.5% | +12.9% | -74.4% | -64.6% |
| All | +73.3% | +122.1% | -48.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling