+67.3%
CSGP vs ROP
+189.6%
-122.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +3.0% |
| 7D | -1.8% | -1.6% | -0.2% | -0.7% |
| 30D | +5.3% | +29.5% | -24.2% | -11.5% |
| 3M | +3.3% | +17.5% | -14.2% | -7.3% |
| 6M | -4.7% | +38.1% | -42.7% | -23.5% |
| YTD | -53.5% | +7.0% | -60.5% | -56.0% |
| 1Y | -53.7% | +6.5% | -60.3% | -56.1% |
| 3Y | -59.7% | -5.5% | -54.3% | -59.1% |
| 5Y | -62.5% | -0.4% | -62.1% | -63.4% |
| 10Y | +67.3% | +183.6% | -116.3% | -2.7% |
| All | +67.3% | +189.6% | -122.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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