-62.0%
CSGP vs MKC
-33.5%
-28.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.3% | +2.6% |
| 7D | -1.8% | -1.9% | +0.1% | -1.2% |
| 30D | +5.3% | +8.0% | -2.7% | +3.6% |
| 3M | +3.3% | -8.6% | +11.9% | +5.9% |
| 6M | -4.7% | +1.1% | -5.7% | -4.4% |
| YTD | -53.5% | -27.7% | -25.9% | -50.4% |
| 1Y | -53.7% | -23.7% | -30.0% | -51.3% |
| 3Y | -59.7% | -19.4% | -40.3% | -58.3% |
| All | -62.0% | -33.5% | -28.5% | -58.1% |
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