-52.9%
CSGP vs MDLN
+13.3%
-66.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | +1.3% | +23.4% | -22.2% | -4.5% |
| 30D | +10.7% | +11.8% | -1.1% | +7.1% |
| 3M | +3.3% | +14.9% | -11.6% | -1.0% |
| 6M | -10.3% | -5.6% | -4.7% | -9.3% |
| YTD | -54.6% | -5.6% | -48.9% | -53.5% |
| All | -52.9% | +13.3% | -66.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 all: compounded portfolio wealth divided by compounded MDLN 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…
all analysis · Full analysis span regression · 6 months rolling