-54.6%
CSGP vs MDY
+12.3%
-67.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.7% |
| 7D | +1.3% | -1.7% | +2.9% | +1.5% |
| 30D | +10.7% | -0.9% | +11.6% | +10.7% |
| 3M | +3.3% | -5.7% | +9.0% | +3.6% |
| 6M | -10.3% | -2.9% | -7.4% | -10.3% |
| YTD | -54.6% | +9.8% | -64.4% | -56.8% |
| 1Y | -54.6% | +13.5% | -68.1% | -58.1% |
| All | -54.6% | +12.3% | -67.0% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling