-62.8%
CSGP vs P
+158.6%
-221.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | -4.1% | +6.5% | -10.6% | -4.4% |
| 30D | +2.3% | +18.8% | -16.5% | +1.2% |
| 3M | -8.2% | +26.7% | -34.9% | -9.6% |
| 6M | -35.1% | +62.2% | -97.2% | -37.8% |
| YTD | -54.0% | +48.5% | -102.5% | -55.8% |
| 1Y | -65.3% | +26.4% | -91.7% | -66.5% |
| All | -62.8% | +158.6% | -221.4% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling