-63.1%
CSGP vs ROP
+0.5%
-63.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.4% |
| 7D | -3.2% | +0.2% | -3.3% | -3.3% |
| 30D | +2.2% | +30.3% | -28.1% | -16.4% |
| 3M | -3.7% | +17.8% | -21.4% | -15.0% |
| 6M | -7.4% | +38.9% | -46.3% | -28.3% |
| YTD | -54.9% | +7.6% | -62.5% | -57.8% |
| 1Y | -54.9% | +6.5% | -61.4% | -57.5% |
| 3Y | -61.9% | -6.3% | -55.6% | -61.5% |
| 5Y | -63.1% | +0.9% | -64.0% | -67.0% |
| All | -63.1% | +0.5% | -63.6% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling