-53.3%
CSGP vs MKTX
+5.4%
-58.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +18.3% | +0.5% | +17.8% | +18.2% |
| 30D | +17.8% | +1.0% | +16.8% | +17.6% |
| 3M | +9.3% | +2.5% | +6.8% | +8.7% |
| 6M | -7.9% | +8.0% | -15.9% | -5.3% |
| YTD | -51.5% | -7.3% | -44.3% | -47.4% |
| 1Y | -53.3% | +4.7% | -58.0% | -49.6% |
| All | -53.3% | +5.4% | -58.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling