+3,446.1%
CSGP vs KEY
+68.0%
+3,378.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.7% |
| 7D | +18.3% | +1.7% | +16.6% | +17.8% |
| 30D | +17.8% | +6.8% | +11.0% | +16.0% |
| 3M | +9.3% | -5.8% | +15.1% | +10.8% |
| 6M | -7.9% | +1.4% | -9.4% | -8.4% |
| YTD | -51.5% | +7.5% | -59.1% | -52.6% |
| 1Y | -53.3% | +29.6% | -82.9% | -56.4% |
| 3Y | -57.9% | +118.8% | -176.7% | -65.9% |
| 5Y | -61.3% | +16.8% | -78.2% | -64.9% |
| 10Y | +77.5% | +133.0% | -55.5% | +25.8% |
| All | +3,446.1% | +68.0% | +3,378.1% | +2,195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling