+67.3%
CSGP vs MKC
+25.4%
+41.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.3% | +2.6% |
| 7D | -1.8% | -1.9% | +0.1% | -1.1% |
| 30D | +5.3% | +8.0% | -2.7% | +3.1% |
| 3M | +3.3% | -8.6% | +11.9% | +6.6% |
| 6M | -4.7% | +1.1% | -5.7% | -4.6% |
| YTD | -53.5% | -27.7% | -25.9% | -49.1% |
| 1Y | -53.7% | -23.7% | -30.0% | -50.2% |
| 3Y | -59.7% | -19.4% | -40.3% | -58.0% |
| 5Y | -62.5% | -33.3% | -29.1% | -59.2% |
| 10Y | +67.3% | +24.0% | +43.3% | +58.0% |
| All | +67.3% | +25.4% | +41.9% | +58.0% |
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