-64.8%
CSGP vs PR
+433.6%
-498.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -4.1% | +2.9% | -7.0% | -4.4% |
| 30D | +2.3% | +18.0% | -15.7% | 0.0% |
| 3M | -8.2% | +16.9% | -25.0% | -10.4% |
| 6M | -35.1% | +28.2% | -63.3% | -37.6% |
| YTD | -54.0% | +69.3% | -123.4% | -57.6% |
| 1Y | -65.3% | +69.5% | -134.8% | -68.1% |
| 3Y | -62.6% | +81.7% | -144.3% | -66.4% |
| All | -64.8% | +433.6% | -498.4% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling