-61.5%
CSGP vs NDAQ
+60.9%
-122.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | +0.1% |
| 7D | +13.9% | +1.2% | +12.7% | +13.1% |
| 30D | +16.0% | +15.8% | +0.2% | +5.2% |
| 3M | +6.1% | +13.4% | -7.3% | -2.6% |
| 6M | -8.2% | +20.9% | -29.0% | -19.4% |
| YTD | -52.3% | +11.1% | -63.4% | -55.6% |
| 1Y | -54.5% | +26.5% | -81.0% | -61.0% |
| 3Y | -58.6% | +121.5% | -180.1% | -76.0% |
| 5Y | -61.5% | +61.3% | -122.8% | -72.6% |
| All | -61.5% | +60.9% | -122.4% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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