-64.8%
CSGP vs KEY
+40.7%
-105.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | +2.2% | -6.3% | -4.6% |
| 30D | +2.3% | -3.0% | +5.3% | +3.0% |
| 3M | -8.2% | +3.3% | -11.5% | -9.1% |
| 6M | -35.1% | +9.2% | -44.3% | -36.8% |
| YTD | -54.0% | +10.6% | -64.7% | -55.4% |
| 1Y | -65.3% | +20.4% | -85.7% | -67.2% |
| 3Y | -62.6% | +121.8% | -184.4% | -70.2% |
| All | -64.8% | +40.7% | -105.5% | -65.8% |
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