-63.2%
CSGP vs MKC
-32.7%
-30.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.7% |
| 7D | +1.3% | +2.3% | -1.1% | +0.7% |
| 30D | +10.7% | +8.1% | +2.6% | +8.8% |
| 3M | +3.3% | -6.4% | +9.7% | +5.2% |
| 6M | -10.3% | +1.8% | -12.1% | -10.3% |
| YTD | -54.6% | -26.9% | -27.7% | -51.6% |
| 1Y | -54.6% | -21.7% | -32.9% | -52.6% |
| 3Y | -60.3% | -18.7% | -41.6% | -59.0% |
| All | -63.2% | -32.7% | -30.5% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling