-65.3%
CSGP vs MKTX
-8.5%
-56.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | +2.3% | +1.1% | +1.2% | +2.1% |
| 3M | -8.2% | +36.1% | -44.3% | -15.9% |
| 6M | -35.1% | -12.9% | -22.2% | -27.6% |
| YTD | -54.0% | -8.5% | -45.5% | -50.7% |
| 1Y | -65.3% | -7.5% | -57.8% | -63.2% |
| All | -65.3% | -8.5% | -56.8% | -63.2% |
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