+62.6%
CSGP vs RUN
+74.1%
-11.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.7% |
| 7D | -7.1% | +3.2% | -10.3% | -7.6% |
| 30D | +3.6% | +19.5% | -15.9% | +1.1% |
| 3M | -2.7% | -9.6% | +6.8% | -2.1% |
| 6M | -8.0% | -37.3% | +29.3% | -4.2% |
| YTD | -55.0% | -50.7% | -4.3% | -52.7% |
| 1Y | -55.8% | -54.1% | -1.7% | -53.2% |
| 3Y | -62.0% | -3.9% | -58.1% | -69.0% |
| 5Y | -62.9% | -84.4% | +21.5% | -63.7% |
| 10Y | +62.6% | +77.5% | -14.9% | +4.7% |
| All | +62.6% | +74.1% | -11.5% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling