+67.3%
CSGP vs TDY
+518.8%
-451.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +0.7% |
| 7D | -1.8% | -2.5% | +0.7% | -1.2% |
| 30D | +5.3% | +4.8% | +0.5% | +2.7% |
| 3M | +3.3% | -6.9% | +10.2% | +5.4% |
| 6M | -4.7% | +3.5% | -8.2% | -7.7% |
| YTD | -53.5% | +26.0% | -79.5% | -59.2% |
| 1Y | -53.7% | +25.4% | -79.1% | -59.3% |
| 3Y | -59.7% | +70.9% | -130.6% | -69.7% |
| 5Y | -62.5% | +46.6% | -109.0% | -69.9% |
| 10Y | +67.3% | +468.9% | -401.6% | -16.9% |
| All | +67.3% | +518.8% | -451.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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