-60.9%
CSGP vs Q
+66.4%
-127.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.3% | -11.0% | -3.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.5% |
| 30D | +10.7% | -9.8% | +20.5% | +9.6% |
| 3M | +3.3% | -12.2% | +15.5% | +2.4% |
| 6M | -10.3% | -21.6% | +11.3% | -12.5% |
| YTD | -54.6% | +43.6% | -98.1% | -59.3% |
| 1Y | -54.6% | +25.7% | -80.3% | -59.0% |
| All | -60.9% | +66.4% | -127.3% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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