+73.3%
CSGP vs P
+685.9%
-612.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.4% | +14.8% | +1.0% |
| 7D | +13.9% | -31.9% | +45.8% | +20.3% |
| 30D | +16.0% | -36.5% | +52.5% | +23.3% |
| 3M | +6.1% | +11.6% | -5.5% | +1.1% |
| 6M | -8.2% | +25.2% | -33.4% | -16.1% |
| YTD | -52.3% | +39.4% | -91.8% | -57.9% |
| 1Y | -54.5% | -3.7% | -50.8% | -57.3% |
| 3Y | -58.6% | +167.3% | -225.9% | -71.8% |
| 5Y | -61.5% | +237.3% | -298.8% | -76.0% |
| All | +73.3% | +685.9% | -612.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling