+40.1%
CSGP vs MKTX
+6.7%
+33.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +0.3% | +1.0% | -0.6% | +0.1% |
| 3M | -9.1% | +41.3% | -50.4% | -18.8% |
| 6M | -37.3% | -11.3% | -26.0% | -35.7% |
| YTD | -54.9% | -8.6% | -46.3% | -54.1% |
| 1Y | -65.5% | -11.1% | -54.5% | -64.8% |
| 3Y | -63.3% | -24.5% | -38.7% | -61.9% |
| 5Y | -65.8% | -61.4% | -4.4% | -57.4% |
| 10Y | +40.1% | +6.8% | +33.3% | +32.6% |
| All | +40.1% | +6.7% | +33.4% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling