-62.7%
CSGP vs ROIV
+264.1%
-326.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.1% | +3.4% |
| 7D | +18.3% | +3.0% | +15.3% | +17.9% |
| 30D | +17.8% | +6.8% | +10.9% | +16.9% |
| 3M | +9.3% | +10.5% | -1.3% | +7.7% |
| 6M | -7.9% | +34.8% | -42.7% | -11.6% |
| YTD | -51.5% | +76.2% | -127.7% | -55.1% |
| 1Y | -53.3% | +92.4% | -145.7% | -57.2% |
| 3Y | -57.9% | +312.0% | -369.9% | -65.0% |
| 5Y | -61.3% | +388.3% | -449.6% | -71.1% |
| All | -62.7% | +264.1% | -326.8% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling