-62.8%
CSGP vs ROP
-16.7%
-46.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | 0.0% |
| 7D | -4.1% | -4.4% | +0.4% | -1.1% |
| 30D | +2.3% | +3.2% | -0.9% | +0.2% |
| 3M | -8.2% | +23.1% | -31.2% | -20.2% |
| 6M | -35.1% | +13.3% | -48.4% | -40.5% |
| YTD | -54.0% | -7.9% | -46.2% | -52.5% |
| 1Y | -65.3% | -22.1% | -43.3% | -60.3% |
| All | -62.8% | -16.7% | -46.1% | -62.7% |
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 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