+17.6%
CSGP vs MGY
+164.8%
-147.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.8% |
| 7D | +1.3% | -10.7% | +11.9% | +2.9% |
| 30D | +10.7% | -2.7% | +13.4% | +10.9% |
| 3M | +3.3% | -3.7% | +7.0% | +3.5% |
| 6M | -10.3% | -16.3% | +6.0% | -8.4% |
| YTD | -54.6% | +10.2% | -64.8% | -55.9% |
| 1Y | -54.6% | +13.5% | -68.1% | -56.2% |
| 3Y | -60.3% | +14.6% | -75.0% | -62.1% |
| 5Y | -63.3% | +27.3% | -90.6% | -66.4% |
| All | +17.6% | +164.8% | -147.2% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling