+65.2%
CSGP vs MTB
+135.3%
-70.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | +1.3% | -1.3% | +2.6% | +1.7% |
| 30D | +10.7% | +0.5% | +10.2% | +10.6% |
| 3M | +3.3% | -12.4% | +15.7% | +7.3% |
| 6M | -10.3% | +1.5% | -11.8% | -10.7% |
| YTD | -54.6% | +10.3% | -64.9% | -56.0% |
| 1Y | -54.6% | +22.2% | -76.8% | -57.3% |
| 3Y | -60.3% | +96.9% | -157.3% | -67.7% |
| 5Y | -63.3% | +64.3% | -127.6% | -69.2% |
| All | +65.2% | +135.3% | -70.1% | +24.3% |
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