-60.3%
CSGP vs MDY
+50.6%
-110.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -5.1% |
| 7D | +1.3% | -1.7% | +2.9% | +2.3% |
| 30D | +10.7% | -0.9% | +11.6% | +11.2% |
| 3M | +3.3% | -5.7% | +9.0% | +7.2% |
| 6M | -10.3% | -2.9% | -7.4% | -9.4% |
| YTD | -54.6% | +9.8% | -64.4% | -58.5% |
| 1Y | -54.6% | +13.5% | -68.1% | -59.7% |
| 3Y | -60.3% | +51.9% | -112.3% | -73.4% |
| All | -60.3% | +50.6% | -110.9% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling