-63.1%
CSGP vs S
-52.7%
-10.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -5.0% |
| 7D | +1.3% | -13.4% | +14.7% | +3.9% |
| 30D | +10.7% | -14.0% | +24.7% | +13.3% |
| 3M | +3.3% | +4.9% | -1.6% | +0.8% |
| 6M | -10.3% | +42.0% | -52.3% | -18.4% |
| YTD | -54.6% | +45.1% | -99.7% | -59.0% |
| 1Y | -54.6% | +33.1% | -87.7% | -58.5% |
| 3Y | -60.3% | +40.6% | -101.0% | -65.8% |
| 5Y | -63.3% | -67.5% | +4.2% | -62.9% |
| All | -63.1% | -52.7% | -10.4% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling