-65.1%
CSGP vs PL
+29.1%
-94.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.4% | +4.5% |
| 7D | +18.3% | -11.7% | +30.0% | +19.3% |
| 30D | +17.8% | -27.1% | +44.9% | +20.5% |
| 3M | +9.3% | -44.6% | +53.8% | +14.2% |
| 6M | -7.9% | -67.2% | +59.3% | -0.8% |
| YTD | -51.5% | -35.9% | -15.7% | -52.5% |
| 1Y | -53.3% | -0.4% | -52.9% | -56.9% |
| 3Y | -57.9% | +454.8% | -512.7% | -72.9% |
| 5Y | -61.3% | +24.8% | -86.1% | -73.2% |
| All | -65.1% | +29.1% | -94.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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