-64.8%
CSGP vs TDY
+37.2%
-102.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -4.1% | -1.8% | -2.2% | -3.4% |
| 30D | +2.3% | -10.7% | +13.0% | +6.6% |
| 3M | -8.2% | -1.3% | -6.9% | -8.6% |
| 6M | -35.1% | -10.6% | -24.5% | -32.9% |
| YTD | -54.0% | +19.6% | -73.6% | -59.0% |
| 1Y | -65.3% | +11.6% | -76.9% | -68.1% |
| 3Y | -62.6% | +45.2% | -107.8% | -70.6% |
| All | -64.8% | +37.2% | -102.0% | -72.7% |
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