+132.8%
AMAT vs CSGP
-58.5%
+191.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -11.9% | -13.7% |
| 7D | -24.3% | +13.9% | -38.2% | -23.4% |
| 30D | -39.8% | +16.0% | -55.8% | -39.3% |
| 3M | -40.2% | +6.1% | -46.3% | -39.8% |
| 6M | -22.1% | -8.2% | -13.9% | -20.0% |
| YTD | +24.7% | -52.3% | +77.0% | +51.1% |
| 1Y | +33.3% | -54.5% | +87.8% | +63.9% |
| All | +132.8% | -58.5% | +191.3% | +180.0% |
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