-65.6%
CSGP vs TDY
+11.0%
-76.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.9% |
| 7D | -5.1% | -0.9% | -4.2% | -5.2% |
| 30D | +0.3% | -12.5% | +12.8% | -0.6% |
| 3M | -9.1% | -1.2% | -7.9% | -9.9% |
| 6M | -37.3% | -6.6% | -30.7% | -37.3% |
| YTD | -54.9% | +18.5% | -73.4% | -58.4% |
| All | -65.6% | +11.0% | -76.6% | -68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling