+65.2%
CSGP vs MKC
+25.9%
+39.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.6% |
| 7D | +1.3% | +2.3% | -1.1% | +0.6% |
| 30D | +10.7% | +8.1% | +2.6% | +8.3% |
| 3M | +3.3% | -6.4% | +9.7% | +5.8% |
| 6M | -10.3% | +1.8% | -12.1% | -10.5% |
| YTD | -54.6% | -26.9% | -27.7% | -50.4% |
| 1Y | -54.6% | -21.7% | -32.9% | -51.6% |
| 3Y | -60.3% | -18.7% | -41.6% | -58.8% |
| 5Y | -63.3% | -32.8% | -30.5% | -60.2% |
| All | +65.2% | +25.9% | +39.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling