+62.6%
CSGP vs MDY
+173.8%
-111.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -7.1% | +0.2% | -7.3% | -7.3% |
| 30D | +3.6% | +2.1% | +1.5% | +1.8% |
| 3M | -2.7% | -3.6% | +0.9% | -0.1% |
| 6M | -8.0% | +1.7% | -9.7% | -10.1% |
| YTD | -55.0% | +13.8% | -68.8% | -60.0% |
| 1Y | -55.8% | +15.5% | -71.3% | -61.2% |
| 3Y | -62.0% | +58.3% | -120.3% | -74.3% |
| 5Y | -62.9% | +37.4% | -100.4% | -71.9% |
| 10Y | +62.6% | +171.0% | -108.4% | -35.8% |
| All | +62.6% | +173.8% | -111.2% | -35.8% |
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