+3,264.4%
CSGP vs ROL
+4,250.7%
-986.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -8.2% | -22.5% | +14.3% | +2.9% |
| 6M | -35.1% | -37.7% | +2.6% | -20.2% |
| YTD | -54.0% | -39.6% | -14.5% | -42.8% |
| 1Y | -65.3% | -36.0% | -29.3% | -58.0% |
| 3Y | -62.6% | -5.1% | -57.4% | -62.7% |
| 5Y | -64.8% | -3.4% | -61.4% | -65.4% |
| 10Y | +45.1% | +215.2% | -170.2% | -17.6% |
| All | +3,264.4% | +4,250.7% | -986.4% | +726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling