+55.6%
CSGP vs MDY
+165.7%
-110.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.4% |
| 7D | -6.1% | +3.0% | -9.1% | -8.3% |
| 30D | +0.3% | +0.8% | -0.5% | -0.5% |
| 3M | -1.3% | -5.1% | +3.8% | +2.6% |
| 6M | -8.9% | +1.2% | -10.1% | -10.6% |
| YTD | -55.2% | +12.5% | -67.7% | -59.9% |
| 1Y | -56.4% | +13.8% | -70.1% | -61.3% |
| 3Y | -62.2% | +56.4% | -118.7% | -74.2% |
| 5Y | -63.7% | +35.3% | -99.0% | -72.2% |
| All | +55.6% | +165.7% | -110.1% | -34.2% |
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