+65.2%
CSGP vs KEY
+120.9%
-55.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.5% |
| 7D | +1.3% | -1.3% | +2.5% | +1.6% |
| 30D | +10.7% | +5.1% | +5.5% | +9.3% |
| 3M | +3.3% | -7.1% | +10.4% | +5.2% |
| 6M | -10.3% | -4.4% | -6.0% | -9.5% |
| YTD | -54.6% | +4.0% | -58.6% | -55.2% |
| 1Y | -54.6% | +23.4% | -78.1% | -57.3% |
| 3Y | -60.3% | +113.9% | -174.2% | -68.0% |
| 5Y | -63.3% | +12.3% | -75.6% | -66.2% |
| All | +65.2% | +120.9% | -55.7% | +20.0% |
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