+77.5%
CSGP vs RF
+299.8%
-222.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +18.3% | +2.3% | +16.0% | +17.5% |
| 30D | +17.8% | +7.2% | +10.5% | +15.4% |
| 3M | +9.3% | -8.2% | +17.5% | +12.2% |
| 6M | -7.9% | +7.0% | -14.9% | -9.9% |
| YTD | -51.5% | +10.3% | -61.8% | -53.2% |
| 1Y | -53.3% | +25.1% | -78.4% | -56.7% |
| 3Y | -57.9% | +110.3% | -168.2% | -66.9% |
| 5Y | -61.3% | +47.1% | -108.4% | -67.0% |
| 10Y | +77.5% | +297.9% | -220.4% | +12.3% |
| All | +77.5% | +299.8% | -222.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling