-57.7%
CSGP vs ROIV
+308.0%
-365.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.1% | +3.5% |
| 7D | +18.3% | +3.0% | +15.3% | +17.9% |
| 30D | +17.8% | +6.8% | +10.9% | +17.0% |
| 3M | +9.3% | +10.5% | -1.3% | +7.6% |
| 6M | -7.9% | +34.8% | -42.7% | -12.6% |
| YTD | -51.5% | +76.2% | -127.7% | -56.4% |
| 1Y | -53.3% | +92.4% | -145.7% | -58.9% |
| All | -57.7% | +308.0% | -365.7% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling