-59.5%
CSGP vs MULL
+968.6%
-1,028.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.1% | -13.8% | -4.4% |
| 7D | +1.3% | -42.7% | +44.0% | +0.1% |
| 30D | +10.7% | -63.8% | +74.4% | +8.8% |
| 3M | +3.3% | -49.0% | +52.3% | +2.0% |
| 6M | -10.3% | -38.2% | +27.8% | -14.4% |
| YTD | -54.6% | +167.0% | -221.6% | -61.1% |
| 1Y | -54.6% | +247.7% | -302.4% | -62.3% |
| All | -59.5% | +968.6% | -1,028.0% | -72.8% |
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