-64.8%
CSGP vs MKC
-33.7%
-31.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -4.1% | -5.9% | +1.8% | -2.6% |
| 30D | +2.3% | -0.9% | +3.2% | +2.7% |
| 3M | -8.2% | +12.7% | -20.9% | -10.3% |
| 6M | -35.1% | -19.3% | -15.8% | -32.2% |
| YTD | -54.0% | -22.2% | -31.9% | -51.8% |
| 1Y | -65.3% | -23.3% | -42.0% | -63.6% |
| 3Y | -62.6% | -30.0% | -32.6% | -59.9% |
| All | -64.8% | -33.7% | -31.1% | -63.5% |
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