-54.5%
CSGP vs P
-1.7%
-52.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.4% | +14.8% | -3.2% |
| 7D | +13.9% | -31.9% | +45.8% | +10.0% |
| 30D | +16.0% | -36.5% | +52.5% | +11.9% |
| 3M | +6.1% | +11.6% | -5.5% | +5.9% |
| 6M | -8.2% | +25.2% | -33.4% | -7.3% |
| YTD | -52.3% | +39.4% | -91.8% | -51.7% |
| 1Y | -54.5% | -3.7% | -50.8% | -54.1% |
| All | -54.5% | -1.7% | -52.8% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling