-61.3%
CSGP vs KEY
+15.2%
-76.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +18.3% | +1.7% | +16.6% | +17.8% |
| 30D | +17.8% | +6.8% | +11.0% | +15.8% |
| 3M | +9.3% | -5.8% | +15.1% | +10.9% |
| 6M | -7.9% | +1.4% | -9.4% | -8.5% |
| YTD | -51.5% | +7.5% | -59.1% | -52.7% |
| 1Y | -53.3% | +29.6% | -82.9% | -56.6% |
| 3Y | -57.9% | +118.8% | -176.7% | -66.2% |
| 5Y | -61.3% | +16.8% | -78.2% | -61.1% |
| All | -61.3% | +15.2% | -76.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling