+1,596.0%
CSGP vs NDAQ
+2,658.5%
-1,062.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.5% | +3.2% |
| 7D | +18.3% | +3.9% | +14.4% | +17.0% |
| 30D | +17.8% | +19.0% | -1.2% | +11.7% |
| 3M | +9.3% | +17.6% | -8.3% | +3.9% |
| 6M | -7.9% | +21.0% | -28.9% | -13.2% |
| YTD | -51.5% | +14.1% | -65.6% | -53.4% |
| 1Y | -53.3% | +29.4% | -82.8% | -56.7% |
| 3Y | -57.9% | +127.4% | -185.3% | -67.0% |
| 5Y | -61.3% | +66.1% | -127.4% | -66.9% |
| 10Y | +77.5% | +495.6% | -418.0% | +8.6% |
| All | +1,596.0% | +2,658.5% | -1,062.5% | +743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling