+65.1%
CSGP vs M
-3.0%
+68.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -3.2% | +5.0% | -8.2% | -3.8% |
| 30D | +2.2% | +10.6% | -8.4% | +0.8% |
| 3M | -3.7% | +1.6% | -5.2% | -4.0% |
| 6M | -7.4% | +30.8% | -38.3% | -11.1% |
| YTD | -54.9% | +16.9% | -71.8% | -56.2% |
| 1Y | -54.9% | +26.3% | -81.1% | -56.7% |
| 3Y | -61.9% | +158.6% | -220.5% | -67.9% |
| 5Y | -63.1% | +2.1% | -65.2% | -65.9% |
| 10Y | +65.1% | -4.3% | +69.5% | +40.7% |
| All | +65.1% | -3.0% | +68.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling