-57.7%
CSGP vs M
+123.6%
-181.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.6% | -3.6% | +3.0% |
| 7D | +18.3% | +8.3% | +10.0% | +17.0% |
| 30D | +17.8% | +14.2% | +3.6% | +15.6% |
| 3M | +9.3% | -1.1% | +10.4% | +9.1% |
| 6M | -7.9% | +36.6% | -44.5% | -11.9% |
| YTD | -51.5% | +19.8% | -71.3% | -53.0% |
| 1Y | -53.3% | +37.2% | -90.5% | -55.6% |
| All | -57.7% | +123.6% | -181.3% | -64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling