-60.6%
CSGP vs MGY
+23.9%
-84.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +1.3% | +4.5% | -3.2% | +0.5% |
| 30D | +2.8% | -0.4% | +3.2% | +2.5% |
| 3M | -6.3% | -4.3% | -2.0% | -6.0% |
| 6M | -3.2% | -12.9% | +9.7% | -0.8% |
| YTD | -54.0% | +15.2% | -69.1% | -56.9% |
| 1Y | -54.8% | +10.3% | -65.2% | -57.1% |
| 3Y | -60.6% | +23.6% | -84.2% | -64.9% |
| All | -60.6% | +23.9% | -84.5% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling