-60.3%
CSGP vs ROL
+3.8%
-64.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.7% |
| 7D | +1.3% | +9.5% | -8.2% | -2.9% |
| 30D | +10.7% | +22.9% | -12.2% | +1.5% |
| 3M | +3.3% | +3.5% | -0.3% | +1.2% |
| 6M | -10.3% | -29.4% | +19.1% | +1.2% |
| YTD | -54.6% | -36.1% | -18.5% | -46.8% |
| 1Y | -54.6% | -34.4% | -20.3% | -47.4% |
| 3Y | -60.3% | +4.0% | -64.3% | -64.6% |
| All | -60.3% | +3.8% | -64.2% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling