-58.4%
CSGP vs ROP
-0.9%
-57.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +13.9% | +9.2% | +4.7% | +7.4% |
| 30D | +16.0% | +35.5% | -19.5% | -5.4% |
| 3M | +6.1% | +24.4% | -18.4% | -8.5% |
| 6M | -8.2% | +38.0% | -46.2% | -26.3% |
| YTD | -52.3% | +11.1% | -63.4% | -56.8% |
| 1Y | -54.5% | +10.9% | -65.4% | -58.8% |
| All | -58.4% | -0.9% | -57.5% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling