-64.8%
CSGP vs ROIV
+250.7%
-315.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 6M | -35.1% | +18.3% | -53.4% | -36.6% |
| YTD | -54.0% | +61.0% | -115.0% | -56.8% |
| 1Y | -65.3% | +177.9% | -243.2% | -69.5% |
| 3Y | -62.6% | +199.1% | -261.6% | -67.9% |
| All | -64.8% | +250.7% | -315.5% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling