+43.0%
CSGP vs MCO
+394.2%
-351.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.1% |
| 7D | -4.1% | -4.2% | +0.1% | -1.5% |
| 30D | +2.3% | +2.2% | +0.1% | +1.1% |
| 3M | -8.2% | +10.1% | -18.3% | -13.2% |
| 6M | -35.1% | +5.3% | -40.3% | -36.9% |
| YTD | -54.0% | -2.7% | -51.3% | -53.1% |
| 1Y | -65.3% | -0.4% | -64.9% | -65.2% |
| 3Y | -62.6% | +49.0% | -111.6% | -71.0% |
| 5Y | -64.8% | +33.6% | -98.5% | -71.4% |
| All | +43.0% | +394.2% | -351.2% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling