+73.3%
CSGP vs PR
+62.9%
+10.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.2% | -1.4% |
| 7D | +13.9% | -16.5% | +30.4% | +15.0% |
| 30D | +16.0% | -4.5% | +20.5% | +16.2% |
| 3M | +6.1% | +8.5% | -2.5% | +5.4% |
| 6M | -8.2% | -3.3% | -4.8% | -8.2% |
| YTD | -52.3% | +55.7% | -108.0% | -53.7% |
| 1Y | -54.5% | +82.0% | -136.5% | -56.2% |
| 3Y | -58.6% | +62.5% | -121.0% | -60.1% |
| 5Y | -61.5% | +223.9% | -285.4% | -64.5% |
| All | +73.3% | +62.9% | +10.4% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling