-53.5%
CSGP vs MKC
-23.7%
-29.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.8% |
| 3M | +3.3% | -8.6% | +11.9% | +5.4% |
| 6M | -4.7% | +1.1% | -5.7% | -3.5% |
| YTD | -53.5% | -27.7% | -25.9% | -55.6% |
| All | -53.5% | -23.7% | -29.8% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling