-63.1%
CSGP vs MDY
+34.6%
-97.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +1.3% | +2.3% | -0.9% | -0.5% |
| 30D | +2.8% | +2.0% | +0.8% | +1.0% |
| 3M | -6.3% | -5.6% | -0.7% | -2.0% |
| 6M | -3.2% | +1.3% | -4.4% | -5.2% |
| YTD | -54.0% | +12.3% | -66.3% | -59.2% |
| 1Y | -54.8% | +15.8% | -70.6% | -61.2% |
| 3Y | -60.6% | +56.5% | -117.1% | -75.0% |
| All | -63.1% | +34.6% | -97.6% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling