-54.6%
CSGP vs MSCI
+14.2%
-68.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -3.1% |
| 7D | +1.3% | +2.8% | -1.6% | -0.6% |
| 30D | +10.7% | +15.4% | -4.7% | +1.0% |
| 3M | +3.3% | +13.4% | -10.1% | -4.8% |
| 6M | -10.3% | +10.9% | -21.2% | -16.8% |
| YTD | -54.6% | +13.0% | -67.5% | -56.1% |
| 1Y | -54.6% | +12.0% | -66.7% | -55.2% |
| All | -54.6% | +14.2% | -68.9% | -55.2% |
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