+3,388.4%
CSGP vs MKC
+914.9%
+2,473.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +13.9% | +7.0% | +6.9% | +11.3% |
| 30D | +16.0% | +11.4% | +4.6% | +12.1% |
| 3M | +6.1% | -3.7% | +9.8% | +7.7% |
| 6M | -8.2% | +5.3% | -13.4% | -9.6% |
| YTD | -52.3% | -24.4% | -28.0% | -48.1% |
| 1Y | -54.5% | -19.7% | -34.8% | -51.5% |
| 3Y | -58.6% | -16.3% | -42.3% | -57.1% |
| 5Y | -61.5% | -30.5% | -31.0% | -58.3% |
| 10Y | +74.7% | +31.3% | +43.3% | +46.5% |
| All | +3,388.4% | +914.9% | +2,473.5% | +1,716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling