-65.5%
CSGP vs MGY
+18.6%
-84.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.2% | -1.8% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | +0.3% | +10.1% | -9.8% | +0.3% |
| 3M | -9.1% | -1.5% | -7.7% | -8.4% |
| 6M | -37.3% | -4.9% | -32.4% | -36.6% |
| YTD | -54.9% | +27.7% | -82.6% | -55.0% |
| 1Y | -65.5% | +20.1% | -85.6% | -65.6% |
| All | -65.5% | +18.6% | -84.1% | -65.6% |
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