+60.0%
CSGP vs MTB
+115.1%
-55.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.7% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | +2.8% | +2.3% | +0.5% | +2.3% |
| 3M | -6.3% | -12.1% | +5.8% | -2.8% |
| 6M | -3.2% | +9.8% | -13.0% | -5.7% |
| YTD | -54.0% | +12.0% | -66.0% | -55.6% |
| 1Y | -54.8% | +22.0% | -76.9% | -57.5% |
| 3Y | -60.6% | +107.6% | -168.2% | -68.4% |
| 5Y | -62.6% | +61.9% | -124.5% | -68.5% |
| All | +60.0% | +115.1% | -55.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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