+3,119.6%
CSGP vs MDY
+1,299.6%
+1,820.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.6% |
| 7D | -5.4% | -0.8% | -4.6% | -4.7% |
| 30D | -6.0% | -3.9% | -2.2% | -2.8% |
| 3M | -12.8% | 0.0% | -12.8% | -13.3% |
| 6M | -38.9% | +8.5% | -47.5% | -43.9% |
| YTD | -56.0% | +13.2% | -69.2% | -61.2% |
| 1Y | -66.4% | +15.0% | -81.5% | -70.8% |
| 3Y | -64.2% | +49.6% | -113.8% | -75.5% |
| 5Y | -67.0% | +46.0% | -113.0% | -76.9% |
| 10Y | +43.8% | +176.4% | -132.6% | -45.6% |
| All | +3,119.6% | +1,299.6% | +1,820.0% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling