-54.5%
CSGP vs S
+27.1%
-81.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.8% | +7.2% | 0.0% |
| 7D | +13.9% | -16.7% | +30.6% | +17.5% |
| 30D | +16.0% | -17.0% | +33.0% | +19.6% |
| 3M | +6.1% | +2.0% | +4.1% | +2.8% |
| 6M | -8.2% | +35.1% | -43.2% | -19.3% |
| YTD | -52.3% | +42.8% | -95.1% | -59.5% |
| 1Y | -54.5% | +27.7% | -82.2% | -60.9% |
| All | -54.5% | +27.1% | -81.6% | -60.9% |
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