-35.1%
CSGP vs MCO
+6.4%
-41.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -0.4% |
| 7D | -4.1% | -4.2% | +0.1% | -0.1% |
| 30D | +2.3% | +2.2% | +0.1% | +0.3% |
| 3M | -8.2% | +10.1% | -18.3% | -15.4% |
| 6M | -35.1% | +5.3% | -40.3% | -37.6% |
| All | -35.1% | +6.4% | -41.5% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling