+67.3%
CSGP vs RUN
+133.0%
-65.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.6% |
| 7D | -1.8% | +18.1% | -19.9% | -4.0% |
| 30D | +5.3% | +27.5% | -22.2% | +2.0% |
| 3M | +3.3% | -4.5% | +7.8% | +3.4% |
| 6M | -4.7% | -33.3% | +28.7% | -1.4% |
| YTD | -53.5% | -47.1% | -6.5% | -51.5% |
| 1Y | -53.7% | -43.1% | -10.6% | -52.4% |
| 3Y | -59.7% | -3.0% | -56.8% | -67.2% |
| 5Y | -62.5% | -82.6% | +20.1% | -63.7% |
| 10Y | +67.3% | +103.3% | -36.1% | +5.0% |
| All | +67.3% | +133.0% | -65.7% | +5.0% |
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