+3,264.4%
CSGP vs KEY
+72.9%
+3,191.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 6M | -35.1% | +9.2% | -44.3% | -36.6% |
| YTD | -54.0% | +10.6% | -64.7% | -55.4% |
| 1Y | -65.3% | +20.4% | -85.7% | -67.0% |
| 3Y | -62.6% | +121.8% | -184.4% | -69.9% |
| 5Y | -64.8% | +41.1% | -105.9% | -69.6% |
| 10Y | +45.1% | +168.5% | -123.4% | -0.7% |
| All | +3,264.4% | +72.9% | +3,191.4% | +2,061.1% |
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 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