-62.5%
CSGP vs MTB
+67.9%
-130.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.5% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | +5.3% | +2.4% | +2.9% | +4.6% |
| 3M | +3.3% | -10.5% | +13.8% | +7.1% |
| 6M | -4.7% | +6.4% | -11.1% | -6.6% |
| YTD | -53.5% | +12.8% | -66.4% | -55.5% |
| 1Y | -53.7% | +23.3% | -77.0% | -57.0% |
| 3Y | -59.7% | +108.2% | -168.0% | -68.9% |
| 5Y | -62.5% | +68.6% | -131.1% | -69.1% |
| All | -62.5% | +67.9% | -130.4% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling