+62.6%
CSGP vs MKC
+25.5%
+37.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -7.1% | -7.0% | -0.1% | -4.7% |
| 30D | +3.6% | +4.1% | -0.5% | +2.7% |
| 3M | -2.7% | -10.3% | +7.6% | +1.0% |
| 6M | -8.0% | +1.7% | -9.7% | -8.0% |
| YTD | -55.0% | -29.1% | -25.9% | -50.3% |
| 1Y | -55.8% | -26.0% | -29.8% | -51.9% |
| 3Y | -62.0% | -21.5% | -40.5% | -60.0% |
| 5Y | -62.9% | -35.0% | -27.9% | -59.3% |
| 10Y | +62.6% | +25.6% | +37.0% | +51.3% |
| All | +62.6% | +25.5% | +37.1% | +51.3% |
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