-64.8%
CSGP vs S
-71.4%
+6.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -7.7% | +3.6% | -2.5% |
| 30D | +2.3% | -5.3% | +7.7% | +3.1% |
| 3M | -8.2% | +20.3% | -28.4% | -12.5% |
| 6M | -35.1% | +47.4% | -82.4% | -41.2% |
| YTD | -54.0% | +32.5% | -86.6% | -57.4% |
| 1Y | -65.3% | +9.5% | -74.8% | -66.7% |
| 3Y | -62.6% | +15.5% | -78.1% | -66.3% |
| All | -64.8% | -71.4% | +6.6% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling