+3,388.4%
CSGP vs MTB
+713.3%
+2,675.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.8% |
| 7D | +13.9% | -1.9% | +15.8% | +14.7% |
| 30D | +16.0% | +0.5% | +15.5% | +15.9% |
| 3M | +6.1% | -12.2% | +18.3% | +11.3% |
| 6M | -8.2% | +3.4% | -11.5% | -9.4% |
| YTD | -52.3% | +11.3% | -63.7% | -54.4% |
| 1Y | -54.5% | +23.3% | -77.8% | -58.1% |
| 3Y | -58.6% | +96.8% | -155.4% | -68.5% |
| 5Y | -61.5% | +65.8% | -127.3% | -69.8% |
| 10Y | +74.7% | +140.0% | -65.4% | +6.4% |
| All | +3,388.4% | +713.3% | +2,675.1% | +1,117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling