-55.8%
CSGP vs MTB
+20.0%
-75.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -7.1% | -2.0% | -5.1% | -6.4% |
| 30D | +3.6% | +0.1% | +3.5% | +3.6% |
| 3M | -2.7% | -12.1% | +9.4% | +0.3% |
| 6M | -8.0% | +7.3% | -15.3% | -8.8% |
| YTD | -55.0% | +11.5% | -66.5% | -56.3% |
| 1Y | -55.8% | +21.3% | -77.0% | -59.2% |
| All | -55.8% | +20.0% | -75.8% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling