-58.4%
CSGP vs MKC
-15.8%
-42.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +13.9% | +7.0% | +6.9% | +11.5% |
| 30D | +16.0% | +11.4% | +4.6% | +12.7% |
| 3M | +6.1% | -3.7% | +9.8% | +7.1% |
| 6M | -8.2% | +5.3% | -13.4% | -9.0% |
| YTD | -52.3% | -24.4% | -28.0% | -50.0% |
| 1Y | -54.5% | -19.7% | -34.8% | -53.2% |
| All | -58.4% | -15.8% | -42.6% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling