-57.5%
CSGP vs MULL
+879.3%
-936.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -34.2% | +32.6% | -2.5% |
| 7D | +13.9% | -53.1% | +67.0% | +12.0% |
| 30D | +16.0% | -64.1% | +80.1% | +13.8% |
| 3M | +6.1% | -54.6% | +60.6% | +4.5% |
| 6M | -8.2% | -38.7% | +30.5% | -12.9% |
| YTD | -52.3% | +144.7% | -197.1% | -59.3% |
| 1Y | -54.5% | +220.3% | -274.8% | -62.3% |
| All | -57.5% | +879.3% | -936.8% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling