-60.6%
CSGP vs TDY
+68.3%
-128.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +1.3% | +4.1% | -2.7% | +0.9% |
| 30D | +2.8% | +5.7% | -2.9% | +1.7% |
| 3M | -6.3% | -4.4% | -1.9% | -5.9% |
| 6M | -3.2% | +1.2% | -4.4% | -4.1% |
| YTD | -54.0% | +26.0% | -80.0% | -57.8% |
| 1Y | -54.8% | +27.4% | -82.2% | -58.7% |
| 3Y | -60.6% | +67.5% | -128.1% | -69.5% |
| All | -60.6% | +68.3% | -128.9% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling