-58.4%
CSGP vs PL
+403.1%
-461.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.1% | +8.5% | -1.3% |
| 7D | +13.9% | -20.5% | +34.4% | +14.7% |
| 30D | +16.0% | -38.8% | +54.8% | +18.1% |
| 3M | +6.1% | -49.1% | +55.2% | +8.7% |
| 6M | -8.2% | -69.4% | +61.2% | -4.5% |
| YTD | -52.3% | -42.3% | -10.0% | -53.2% |
| 1Y | -54.5% | -14.2% | -40.3% | -57.0% |
| All | -58.4% | +403.1% | -461.5% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling