-61.5%
CSGP vs M
-6.1%
-55.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.2% | -0.5% |
| 7D | +13.9% | -2.1% | +16.0% | +14.3% |
| 30D | +16.0% | +7.7% | +8.3% | +14.3% |
| 3M | +6.1% | -4.4% | +10.5% | +6.8% |
| 6M | -8.2% | +27.5% | -35.7% | -12.9% |
| YTD | -52.3% | +12.8% | -65.1% | -53.9% |
| 1Y | -54.5% | +20.7% | -75.2% | -56.7% |
| 3Y | -58.6% | +111.3% | -169.9% | -67.1% |
| 5Y | -61.5% | -6.3% | -55.2% | -65.4% |
| All | -61.5% | -6.1% | -55.4% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling