-60.6%
CSGP vs MCO
+51.9%
-112.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.6% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | +2.8% | +9.8% | -7.0% | -3.5% |
| 3M | -6.3% | +4.3% | -10.6% | -8.9% |
| 6M | -3.2% | +16.5% | -19.6% | -12.2% |
| YTD | -54.0% | +0.1% | -54.1% | -53.9% |
| 1Y | -54.8% | +4.4% | -59.3% | -55.9% |
| 3Y | -60.6% | +51.6% | -112.2% | -73.0% |
| All | -60.6% | +51.9% | -112.5% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling