-61.5%
CSGP vs RACE
+65.1%
-126.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | +13.9% | +5.7% | +8.2% | +11.4% |
| 30D | +16.0% | +9.3% | +6.7% | +12.1% |
| 3M | +6.1% | +3.8% | +2.3% | +4.4% |
| 6M | -8.2% | +29.8% | -38.0% | -17.5% |
| YTD | -52.3% | +15.6% | -68.0% | -55.7% |
| 1Y | -54.5% | +5.1% | -59.6% | -55.9% |
| 3Y | -58.6% | +30.8% | -89.4% | -66.9% |
| 5Y | -61.5% | +67.4% | -128.9% | -76.0% |
| All | -61.5% | +65.1% | -126.6% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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