+40.1%
CSGP vs MDY
+170.4%
-130.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.3% |
| 7D | -5.1% | +1.0% | -6.2% | -5.9% |
| 30D | +0.3% | -3.1% | +3.5% | +2.8% |
| 3M | -9.1% | +1.8% | -11.0% | -10.9% |
| 6M | -37.3% | +10.8% | -48.1% | -42.9% |
| YTD | -54.9% | +14.4% | -69.3% | -60.0% |
| 1Y | -65.5% | +15.2% | -80.7% | -69.7% |
| 3Y | -63.3% | +51.2% | -114.4% | -74.2% |
| 5Y | -65.8% | +47.2% | -113.0% | -75.4% |
| 10Y | +40.1% | +171.1% | -131.0% | -42.5% |
| All | +40.1% | +170.4% | -130.3% | -42.5% |
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