-59.0%
CSGP vs Q
+56.5%
-115.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.7% | -3.2% |
| 7D | +13.9% | -10.3% | +24.2% | +11.5% |
| 30D | +16.0% | -17.7% | +33.7% | +12.7% |
| 3M | +6.1% | -18.8% | +24.9% | +3.4% |
| 6M | -8.2% | -24.8% | +16.6% | -11.8% |
| YTD | -52.3% | +35.0% | -87.3% | -58.0% |
| 1Y | -54.5% | +10.7% | -65.2% | -59.1% |
| All | -59.0% | +56.5% | -115.5% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling