-7.9%
CSGP vs ROL
-29.6%
+21.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | +2.1% |
| 7D | +18.3% | +14.6% | +3.7% | +7.3% |
| 30D | +17.8% | +29.3% | -11.5% | +0.5% |
| 3M | +9.3% | +2.0% | +7.3% | +6.5% |
| 6M | -7.9% | -28.5% | +20.6% | -1.2% |
| All | -7.9% | -29.6% | +21.7% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling