+3,264.4%
CSGP vs RF
+135.4%
+3,129.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | +2.3% | -3.6% | +5.9% | +3.1% |
| 3M | -8.2% | +8.1% | -16.3% | -9.8% |
| 6M | -35.1% | +11.5% | -46.5% | -36.8% |
| YTD | -54.0% | +15.6% | -69.6% | -55.7% |
| 1Y | -65.3% | +15.7% | -81.0% | -66.6% |
| 3Y | -62.6% | +86.9% | -149.5% | -68.0% |
| 5Y | -64.8% | +89.8% | -154.6% | -70.4% |
| 10Y | +45.1% | +344.7% | -299.6% | -4.4% |
| All | +3,264.4% | +135.4% | +3,129.0% | +2,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling