-62.8%
CSGP vs ROIV
+200.3%
-263.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.6% |
| 7D | -4.1% | +0.6% | -4.7% | -4.1% |
| 30D | +2.3% | +1.0% | +1.4% | +2.1% |
| 3M | -8.2% | +18.3% | -26.5% | -10.3% |
| 6M | -35.1% | +18.3% | -53.4% | -36.8% |
| YTD | -54.0% | +61.0% | -115.0% | -57.2% |
| 1Y | -65.3% | +177.9% | -243.2% | -70.7% |
| All | -62.8% | +200.3% | -263.1% | -70.3% |
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