-66.9%
CSGP vs PL
+84.9%
-151.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.3% |
| 7D | -4.1% | -9.3% | +5.2% | -3.3% |
| 30D | +2.3% | -18.9% | +21.2% | +4.0% |
| 3M | -8.2% | -58.4% | +50.2% | -1.7% |
| 6M | -35.1% | -30.3% | -4.8% | -35.4% |
| YTD | -54.0% | -8.1% | -45.9% | -56.0% |
| 1Y | -65.3% | +180.5% | -245.8% | -71.9% |
| 3Y | -62.6% | +444.1% | -506.7% | -75.0% |
| 5Y | -64.8% | +83.0% | -147.8% | -76.5% |
| All | -66.9% | +84.9% | -151.8% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling