+65.2%
CSGP vs ROP
+195.2%
-130.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -2.7% |
| 7D | +1.3% | +2.1% | -0.9% | -0.1% |
| 30D | +10.7% | +32.9% | -22.2% | -8.4% |
| 3M | +3.3% | +20.0% | -16.7% | -8.6% |
| 6M | -10.3% | +36.4% | -46.7% | -27.4% |
| YTD | -54.6% | +7.8% | -62.4% | -57.2% |
| 1Y | -54.6% | +8.0% | -62.6% | -57.3% |
| 3Y | -60.3% | -3.5% | -56.9% | -60.3% |
| 5Y | -63.3% | +1.5% | -64.8% | -64.6% |
| All | +65.2% | +195.2% | -130.0% | -6.2% |
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