+3,264.4%
CSGP vs ROP
+3,595.8%
-331.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -0.6% |
| 7D | -4.1% | -4.4% | +0.4% | -1.8% |
| 30D | +2.3% | +3.2% | -0.9% | +0.7% |
| 3M | -8.2% | +23.1% | -31.2% | -17.5% |
| 6M | -35.1% | +13.3% | -48.4% | -39.1% |
| YTD | -54.0% | -7.9% | -46.2% | -52.2% |
| 1Y | -65.3% | -22.1% | -43.3% | -60.8% |
| 3Y | -62.6% | -16.8% | -45.8% | -59.2% |
| 5Y | -64.8% | -13.5% | -51.3% | -62.2% |
| 10Y | +45.1% | +137.7% | -92.6% | -5.6% |
| All | +3,264.4% | +3,595.8% | -331.5% | +778.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling