-35.1%
CSGP vs PL
-29.2%
-5.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.5% |
| 7D | -4.1% | -9.3% | +5.2% | -4.7% |
| 30D | +2.3% | -18.9% | +21.2% | +0.9% |
| 3M | -8.2% | -58.4% | +50.2% | -11.2% |
| 6M | -35.1% | -30.3% | -4.8% | -39.0% |
| All | -35.1% | -29.2% | -5.8% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling