-63.0%
CSGP vs MCO
+49.2%
-112.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.0% |
| 7D | -4.1% | -4.2% | +0.1% | -1.3% |
| 30D | +2.3% | +2.2% | +0.1% | +1.0% |
| 3M | -8.2% | +10.1% | -18.3% | -13.4% |
| 6M | -35.1% | +5.3% | -40.3% | -37.1% |
| YTD | -54.0% | -2.7% | -51.3% | -53.1% |
| 1Y | -65.3% | -0.4% | -64.9% | -65.2% |
| All | -63.0% | +49.2% | -112.2% | -69.8% |
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 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