-65.3%
CSGP vs RUN
-46.2%
-19.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -4.1% | +1.3% | -5.3% | -4.1% |
| 30D | +2.3% | -15.3% | +17.6% | +2.6% |
| 3M | -8.2% | -40.0% | +31.8% | -7.3% |
| 6M | -35.1% | -27.0% | -8.1% | -35.5% |
| YTD | -54.0% | -51.7% | -2.3% | -53.0% |
| 1Y | -65.3% | -45.9% | -19.4% | -65.1% |
| All | -65.3% | -46.2% | -19.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling