-58.4%
CSGP vs ROIV
+290.8%
-349.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.2% |
| 7D | +13.9% | -2.4% | +16.3% | +14.1% |
| 30D | +16.0% | +3.1% | +12.9% | +15.6% |
| 3M | +6.1% | +5.8% | +0.3% | +4.9% |
| 6M | -8.2% | +29.3% | -37.5% | -12.6% |
| YTD | -52.3% | +68.8% | -121.1% | -56.9% |
| 1Y | -54.5% | +81.0% | -135.5% | -59.6% |
| All | -58.4% | +290.8% | -349.2% | -70.9% |
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