-53.3%
CSGP vs ROL
-34.1%
-19.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | +2.3% |
| 7D | +18.3% | +14.6% | +3.7% | +8.8% |
| 30D | +17.8% | +29.3% | -11.5% | +2.5% |
| 3M | +9.3% | +2.0% | +7.3% | +6.7% |
| 6M | -7.9% | -28.5% | +20.6% | +5.2% |
| YTD | -51.5% | -35.3% | -16.2% | -41.6% |
| 1Y | -53.3% | -34.7% | -18.6% | -44.5% |
| All | -53.3% | -34.1% | -19.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling