+44.1%
CSGP vs ROL
+214.4%
-170.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | -4.1% | -1.4% | -2.6% | -3.4% |
| 30D | +2.3% | -4.1% | +6.4% | +4.3% |
| 3M | -8.2% | -22.5% | +14.3% | +3.8% |
| 6M | -35.1% | -37.7% | +2.6% | -18.8% |
| YTD | -54.0% | -39.6% | -14.5% | -41.7% |
| 1Y | -65.3% | -36.0% | -29.3% | -57.4% |
| 3Y | -62.6% | -5.1% | -57.4% | -63.0% |
| 5Y | -64.8% | -3.4% | -61.4% | -66.1% |
| All | +44.1% | +214.4% | -170.2% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling