+157.6%
B vs CSGP
-64.7%
+222.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -1.6% | -4.1% | +2.5% | -1.3% |
| 30D | +9.4% | +2.3% | +7.1% | +9.1% |
| 3M | +5.0% | -8.2% | +13.2% | +5.5% |
| 6M | -3.5% | -35.1% | +31.5% | +0.5% |
| YTD | +4.5% | -54.0% | +58.5% | +12.9% |
| 1Y | +67.8% | -65.3% | +133.1% | +87.9% |
| 3Y | +196.7% | -62.6% | +259.3% | +224.5% |
| All | +157.6% | -64.7% | +222.3% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling