-53.3%
CSGP vs MCO
+9.9%
-63.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | -0.4% |
| 7D | +18.3% | +10.7% | +7.6% | +8.2% |
| 30D | +17.8% | +17.9% | -0.1% | +2.2% |
| 3M | +9.3% | +9.5% | -0.2% | +1.0% |
| 6M | -7.9% | +18.1% | -26.0% | -19.6% |
| YTD | -51.5% | +4.1% | -55.7% | -51.2% |
| 1Y | -53.3% | +9.3% | -62.6% | -54.8% |
| All | -53.3% | +9.9% | -63.2% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling