-60.1%
CSGP vs MULL
+1,303.2%
-1,363.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -6.1% | +43.3% | -49.4% | -5.1% |
| 30D | +0.3% | -37.4% | +37.8% | -0.3% |
| 3M | -1.3% | -36.8% | +35.5% | -1.8% |
| 6M | -8.9% | -36.9% | +27.9% | -11.3% |
| YTD | -55.2% | +250.7% | -305.9% | -61.3% |
| 1Y | -56.4% | +337.6% | -394.0% | -63.3% |
| All | -60.1% | +1,303.2% | -1,363.3% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling