+1,111.0%
AMAT vs CSGP
+71.3%
+1,039.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -11.9% | -13.0% |
| 7D | -24.3% | +13.9% | -38.2% | -28.0% |
| 30D | -39.8% | +16.0% | -55.8% | -44.5% |
| 3M | -40.2% | +6.1% | -46.3% | -43.7% |
| 6M | -22.1% | -8.2% | -13.9% | -24.6% |
| YTD | +24.7% | -52.3% | +77.0% | +62.5% |
| 1Y | +33.3% | -54.5% | +87.8% | +77.4% |
| 3Y | +133.9% | -58.6% | +192.4% | +212.5% |
| 5Y | +117.1% | -61.5% | +178.6% | +192.7% |
| All | +1,111.0% | +71.3% | +1,039.7% | +515.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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