-65.3%
CSGP vs MSCI
+4.9%
-70.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | +2.3% | +0.6% | +1.8% | +2.0% |
| 3M | -8.2% | -7.1% | -1.1% | -5.1% |
| 6M | -35.1% | +0.8% | -35.9% | -35.8% |
| YTD | -54.0% | +1.0% | -55.0% | -53.4% |
| 1Y | -65.3% | +4.3% | -69.6% | -64.7% |
| All | -65.3% | +4.9% | -70.2% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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