+61.9%
CSGP vs RUN
-24.4%
+86.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.3% | -13.9% | -3.0% |
| 7D | +13.9% | +30.0% | -16.1% | +10.3% |
| 30D | +16.0% | +27.0% | -11.0% | +12.6% |
| 3M | +6.1% | -5.9% | +12.0% | +6.3% |
| 6M | -8.2% | -26.7% | +18.5% | -6.3% |
| YTD | -52.3% | -46.4% | -6.0% | -50.5% |
| 1Y | -54.5% | -52.1% | -2.4% | -52.3% |
| 3Y | -58.6% | -8.9% | -49.6% | -65.2% |
| 5Y | -61.5% | -82.4% | +20.9% | -62.8% |
| 10Y | +74.7% | +109.6% | -34.9% | +20.9% |
| All | +61.9% | -24.4% | +86.3% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling