-53.3%
CSGP vs MULL
+444.9%
-498.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.8% | +17.8% | +2.8% |
| 7D | +18.3% | -35.9% | +54.2% | +14.3% |
| 30D | +17.8% | -47.3% | +65.1% | +13.1% |
| 3M | +9.3% | -30.6% | +39.8% | +7.6% |
| 6M | -7.9% | +13.7% | -21.6% | -7.3% |
| YTD | -51.5% | +272.1% | -323.7% | -51.1% |
| 1Y | -53.3% | +475.1% | -528.4% | -53.4% |
| All | -53.3% | +444.9% | -498.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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