-58.6%
CSGP vs MULL
+1,100.2%
-1,158.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.3% | -10.1% | +2.6% |
| 7D | -1.8% | -27.1% | +25.3% | -2.4% |
| 30D | +5.3% | -54.2% | +59.5% | +4.0% |
| 3M | +3.3% | -42.0% | +45.3% | +2.4% |
| 6M | -4.7% | -43.5% | +38.8% | -7.8% |
| YTD | -53.5% | +199.9% | -253.5% | -60.1% |
| 1Y | -53.7% | +292.8% | -346.6% | -61.5% |
| All | -58.6% | +1,100.2% | -1,158.7% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling