-63.1%
CSGP vs TDY
+44.4%
-107.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +1.3% | +4.1% | -2.7% | -0.1% |
| 30D | +2.8% | +5.7% | -2.9% | 0.0% |
| 3M | -6.3% | -4.4% | -1.9% | -5.4% |
| 6M | -3.2% | +1.2% | -4.4% | -5.3% |
| YTD | -54.0% | +26.0% | -80.0% | -60.2% |
| 1Y | -54.8% | +27.4% | -82.2% | -61.2% |
| 3Y | -60.6% | +67.5% | -128.1% | -71.8% |
| All | -63.1% | +44.4% | -107.4% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling