-61.5%
CSGP vs MTB
+65.0%
-126.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.9% |
| 7D | +13.9% | -1.9% | +15.8% | +14.6% |
| 30D | +16.0% | +0.5% | +15.5% | +15.9% |
| 3M | +6.1% | -12.2% | +18.3% | +10.7% |
| 6M | -8.2% | +3.4% | -11.5% | -9.2% |
| YTD | -52.3% | +11.3% | -63.7% | -54.2% |
| 1Y | -54.5% | +23.3% | -77.8% | -57.8% |
| 3Y | -58.6% | +96.8% | -155.4% | -67.4% |
| 5Y | -61.5% | +65.8% | -127.3% | -68.0% |
| All | -61.5% | +65.0% | -126.5% | -68.0% |
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