-65.5%
CSGP vs MCO
-2.8%
-62.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | +0.1% |
| 7D | -5.1% | -2.7% | -2.4% | -3.0% |
| 30D | +0.3% | +0.9% | -0.6% | -0.3% |
| 3M | -9.1% | +8.7% | -17.8% | -14.2% |
| 6M | -37.3% | +2.4% | -39.7% | -38.4% |
| YTD | -54.9% | -5.2% | -49.7% | -52.2% |
| 1Y | -65.5% | -4.4% | -61.2% | -64.6% |
| All | -65.5% | -2.8% | -62.8% | -64.6% |
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