-57.7%
CSGP vs KEY
+113.1%
-170.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.5% |
| 7D | +18.3% | +1.7% | +16.6% | +17.7% |
| 30D | +17.8% | +6.8% | +11.0% | +15.4% |
| 3M | +9.3% | -5.8% | +15.1% | +11.1% |
| 6M | -7.9% | +1.4% | -9.4% | -8.6% |
| YTD | -51.5% | +7.5% | -59.1% | -52.9% |
| 1Y | -53.3% | +29.6% | -82.9% | -57.3% |
| All | -57.7% | +113.1% | -170.9% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling