-61.5%
CSGP vs S
-69.2%
+7.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.8% | +7.2% | +0.2% |
| 7D | +13.9% | -16.7% | +30.6% | +18.0% |
| 30D | +16.0% | -17.0% | +33.0% | +19.8% |
| 3M | +6.1% | +2.0% | +4.1% | +4.0% |
| 6M | -8.2% | +35.1% | -43.2% | -16.0% |
| YTD | -52.3% | +42.8% | -95.1% | -57.1% |
| 1Y | -54.5% | +27.7% | -82.2% | -58.2% |
| 3Y | -58.6% | +33.0% | -91.5% | -64.3% |
| 5Y | -61.5% | -68.0% | +6.5% | -58.8% |
| All | -61.5% | -69.2% | +7.7% | -58.8% |
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