+3,388.4%
CSGP vs MDY
+1,249.3%
+2,139.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | +1.8% |
| 7D | +13.9% | -3.4% | +17.3% | +17.3% |
| 30D | +16.0% | -3.2% | +19.2% | +19.1% |
| 3M | +6.1% | -6.7% | +12.7% | +12.4% |
| 6M | -8.2% | -1.8% | -6.4% | -7.8% |
| YTD | -52.3% | +9.2% | -61.5% | -56.6% |
| 1Y | -54.5% | +11.7% | -66.2% | -59.5% |
| 3Y | -58.6% | +49.5% | -108.1% | -71.7% |
| 5Y | -61.5% | +31.2% | -92.7% | -70.4% |
| 10Y | +74.7% | +174.7% | -100.1% | -33.9% |
| All | +3,388.4% | +1,249.3% | +2,139.1% | +305.7% |
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