-58.4%
CSGP vs M
+110.5%
-168.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.2% | -0.8% |
| 7D | +13.9% | -2.1% | +16.0% | +14.2% |
| 30D | +16.0% | +7.7% | +8.3% | +14.8% |
| 3M | +6.1% | -4.4% | +10.5% | +6.5% |
| 6M | -8.2% | +27.5% | -35.7% | -11.3% |
| YTD | -52.3% | +12.8% | -65.1% | -53.3% |
| 1Y | -54.5% | +20.7% | -75.2% | -55.9% |
| All | -58.4% | +110.5% | -168.9% | -65.0% |
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