+3,264.4%
CSGP vs MTB
+787.6%
+2,476.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | +1.7% | -5.8% | -4.7% |
| 30D | +2.3% | -4.2% | +6.5% | +3.8% |
| 3M | -8.2% | +8.9% | -17.0% | -11.1% |
| 6M | -35.1% | +10.9% | -45.9% | -37.7% |
| YTD | -54.0% | +21.5% | -75.5% | -57.5% |
| 1Y | -65.3% | +21.9% | -87.2% | -68.0% |
| 3Y | -62.6% | +109.2% | -171.8% | -72.2% |
| 5Y | -64.8% | +102.0% | -166.8% | -74.4% |
| 10Y | +45.1% | +171.9% | -126.8% | -15.9% |
| All | +3,264.4% | +787.6% | +2,476.8% | +1,036.5% |
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