-53.5%
CSGP vs S
+38.4%
-91.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.0% | -5.8% | +0.8% |
| 7D | -1.8% | +1.6% | -3.4% | -2.2% |
| 30D | +5.3% | -10.5% | +15.8% | +7.1% |
| 3M | +3.3% | +9.9% | -6.6% | -1.0% |
| 6M | -4.7% | +41.8% | -46.4% | -16.2% |
| YTD | -53.5% | +56.8% | -110.3% | -61.1% |
| All | -53.5% | +38.4% | -91.9% | -60.6% |
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