+3,388.4%
CSGP vs ROL
+4,602.6%
-1,214.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | +13.9% | +11.7% | +2.2% | +8.3% |
| 30D | +16.0% | +27.7% | -11.7% | +4.3% |
| 3M | +6.1% | +3.7% | +2.4% | +4.4% |
| 6M | -8.2% | -27.8% | +19.6% | +6.0% |
| YTD | -52.3% | -34.7% | -17.6% | -42.6% |
| 1Y | -54.5% | -34.1% | -20.4% | -45.5% |
| 3Y | -58.6% | +5.9% | -64.5% | -60.5% |
| 5Y | -61.5% | +15.6% | -77.2% | -65.0% |
| 10Y | +74.7% | +226.5% | -151.8% | -2.1% |
| All | +3,388.4% | +4,602.6% | -1,214.1% | +728.5% |
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