+3,388.4%
CSGP vs ROP
+4,355.1%
-966.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +13.9% | +9.2% | +4.7% | +9.0% |
| 30D | +16.0% | +35.5% | -19.5% | -0.7% |
| 3M | +6.1% | +24.4% | -18.4% | -5.1% |
| 6M | -8.2% | +38.0% | -46.2% | -22.2% |
| YTD | -52.3% | +11.1% | -63.4% | -54.9% |
| 1Y | -54.5% | +10.9% | -65.4% | -57.0% |
| 3Y | -58.6% | -0.5% | -58.1% | -58.8% |
| 5Y | -61.5% | +4.5% | -66.0% | -62.5% |
| 10Y | +74.7% | +207.5% | -132.8% | -0.1% |
| All | +3,388.4% | +4,355.1% | -966.7% | +727.8% |
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