+1,162.1%
AMAT vs CSGP
+63.3%
+1,098.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.7% | +8.9% | +5.8% |
| 7D | -14.7% | +1.3% | -16.0% | -15.3% |
| 30D | -36.1% | +10.7% | -46.8% | -40.2% |
| 3M | -36.9% | +3.3% | -40.1% | -40.1% |
| 6M | -22.2% | -10.3% | -11.9% | -24.4% |
| YTD | +29.9% | -54.6% | +84.5% | +72.0% |
| 1Y | +43.3% | -54.6% | +97.9% | +88.9% |
| 3Y | +142.7% | -60.3% | +203.0% | +228.4% |
| 5Y | +126.2% | -63.3% | +189.5% | +209.8% |
| All | +1,162.1% | +63.3% | +1,098.8% | +551.7% |
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