+169.4%
AMAT vs CSGP
-57.8%
+227.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -2.9% |
| 7D | -11.2% | +18.3% | -29.5% | -9.8% |
| 30D | -31.9% | +17.8% | -49.7% | -31.2% |
| 3M | -32.3% | +9.3% | -41.6% | -31.8% |
| 6M | -5.4% | -7.9% | +2.5% | -2.4% |
| YTD | +44.3% | -51.5% | +95.8% | +75.1% |
| 1Y | +61.4% | -53.3% | +114.7% | +98.2% |
| All | +169.4% | -57.8% | +227.2% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling