-65.0%
CSGP vs ROIV
+270.3%
-335.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.2% | -10.9% | -5.3% |
| 7D | +1.3% | +5.3% | -4.1% | +0.7% |
| 30D | +10.7% | +11.9% | -1.2% | +9.3% |
| 3M | +3.3% | +10.7% | -7.4% | +1.7% |
| 6M | -10.3% | +34.9% | -45.2% | -13.9% |
| YTD | -54.6% | +79.2% | -133.7% | -58.0% |
| 1Y | -54.6% | +89.0% | -143.7% | -58.3% |
| 3Y | -60.3% | +337.3% | -397.7% | -67.2% |
| 5Y | -63.3% | +402.3% | -465.6% | -72.6% |
| All | -65.0% | +270.3% | -335.3% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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