-53.3%
CSGP vs PR
+87.5%
-140.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.6% | +3.8% |
| 7D | +18.3% | -12.1% | +30.4% | +18.0% |
| 30D | +17.8% | +0.9% | +16.9% | +16.9% |
| 3M | +9.3% | +10.1% | -0.9% | +8.4% |
| 6M | -7.9% | +1.1% | -9.0% | -8.8% |
| YTD | -51.5% | +63.7% | -115.2% | -53.5% |
| 1Y | -53.3% | +87.0% | -140.3% | -53.0% |
| All | -53.3% | +87.5% | -140.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling