-53.3%
CSGP vs S
+36.5%
-89.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.7% |
| 7D | +18.3% | -8.2% | +26.5% | +20.0% |
| 30D | +17.8% | -7.6% | +25.4% | +19.1% |
| 3M | +9.3% | +12.0% | -2.7% | +4.2% |
| 6M | -7.9% | +50.6% | -58.5% | -20.8% |
| YTD | -51.5% | +56.6% | -108.1% | -59.5% |
| 1Y | -53.3% | +39.2% | -92.6% | -60.4% |
| All | -53.3% | +36.5% | -89.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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