-58.4%
CSGP vs RUN
-9.7%
-48.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.3% | -13.9% | -2.5% |
| 7D | +13.9% | +30.0% | -16.1% | +11.6% |
| 30D | +16.0% | +27.0% | -11.0% | +13.8% |
| 3M | +6.1% | -5.9% | +12.0% | +6.1% |
| 6M | -8.2% | -26.7% | +18.5% | -7.2% |
| YTD | -52.3% | -46.4% | -6.0% | -51.1% |
| 1Y | -54.5% | -52.1% | -2.4% | -53.1% |
| All | -58.4% | -9.7% | -48.7% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling