+67.3%
CSGP vs MDY
+180.7%
-113.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | -0.2% |
| 7D | -1.8% | +0.7% | -2.5% | -2.4% |
| 30D | +5.3% | +1.3% | +4.0% | +4.1% |
| 3M | +3.3% | -4.1% | +7.4% | +6.4% |
| 6M | -4.7% | +1.0% | -5.7% | -6.3% |
| YTD | -53.5% | +13.3% | -66.9% | -58.6% |
| 1Y | -53.7% | +15.7% | -69.5% | -59.5% |
| 3Y | -59.7% | +59.6% | -119.3% | -72.9% |
| 5Y | -62.5% | +36.3% | -98.8% | -71.4% |
| 10Y | +67.3% | +173.6% | -106.4% | -38.8% |
| All | +67.3% | +180.7% | -113.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling