+60.0%
CSGP vs ROP
+185.2%
-125.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.6% |
| 7D | +1.3% | +0.7% | +0.6% | +0.8% |
| 30D | +2.8% | +28.8% | -26.0% | -13.2% |
| 3M | -6.3% | +21.1% | -27.4% | -17.6% |
| 6M | -3.2% | +52.5% | -55.7% | -27.2% |
| YTD | -54.0% | +8.9% | -62.8% | -56.9% |
| 1Y | -54.8% | +8.2% | -63.1% | -57.5% |
| 3Y | -60.6% | -5.2% | -55.4% | -60.1% |
| 5Y | -62.6% | +1.7% | -64.4% | -64.1% |
| All | +60.0% | +185.2% | -125.2% | -11.2% |
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