+79.7%
CSGP vs PR
+160.5%
-80.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.6% | +4.4% |
| 7D | +18.3% | -12.1% | +30.4% | +19.1% |
| 30D | +17.8% | +0.9% | +16.9% | +17.6% |
| 3M | +9.3% | +10.1% | -0.9% | +8.5% |
| 6M | -7.9% | +1.1% | -9.0% | -8.2% |
| YTD | -51.5% | +63.7% | -115.2% | -53.0% |
| 1Y | -53.3% | +87.0% | -140.3% | -55.1% |
| 3Y | -57.9% | +70.7% | -128.6% | -59.5% |
| 5Y | -61.3% | +246.8% | -308.1% | -64.4% |
| 10Y | +77.5% | +72.6% | +4.9% | +68.1% |
| All | +79.7% | +160.5% | -80.8% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling