-53.5%
CSGP vs MGY
+5.3%
-58.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +2.0% |
| 7D | -1.8% | -9.5% | +7.7% | -2.2% |
| 30D | +5.3% | -5.9% | +11.2% | +4.5% |
| 3M | +3.3% | -9.0% | +12.3% | +2.8% |
| 6M | -4.7% | -17.4% | +12.7% | -3.9% |
| YTD | -53.5% | +5.6% | -59.1% | -55.8% |
| All | -53.5% | +5.3% | -58.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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