+482.2%
CSGP vs MSCI
+3,169.6%
-2,687.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.4% |
| 7D | +13.9% | +6.0% | +7.9% | +11.0% |
| 30D | +16.0% | +18.2% | -2.2% | +7.9% |
| 3M | +6.1% | +15.1% | -9.0% | -0.2% |
| 6M | -8.2% | +13.7% | -21.9% | -13.3% |
| YTD | -52.3% | +15.6% | -67.9% | -55.3% |
| 1Y | -54.5% | +16.3% | -70.8% | -57.5% |
| 3Y | -58.6% | +36.9% | -95.5% | -64.8% |
| 5Y | -61.5% | +6.3% | -67.8% | -64.3% |
| 10Y | +74.7% | +823.0% | -748.3% | -35.1% |
| All | +482.2% | +3,169.6% | -2,687.4% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling