-60.3%
CSGP vs ROK
+49.7%
-110.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.5% |
| 7D | +1.3% | -13.8% | +15.1% | +3.5% |
| 30D | +10.7% | -14.9% | +25.6% | +13.1% |
| 3M | +3.3% | -14.7% | +17.9% | +5.3% |
| 6M | -10.3% | -17.7% | +7.3% | -8.6% |
| YTD | -54.6% | -2.5% | -52.1% | -56.1% |
| 1Y | -54.6% | +2.3% | -56.9% | -56.9% |
| 3Y | -60.3% | +52.7% | -113.1% | -69.8% |
| All | -60.3% | +49.7% | -110.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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