+138.0%
B vs CSGP
-63.4%
+201.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.9% |
| 7D | +9.6% | +1.3% | +8.3% | +9.5% |
| 30D | +3.5% | +10.7% | -7.2% | +2.4% |
| 3M | -1.6% | +3.3% | -4.9% | -2.2% |
| 6M | -1.7% | -10.3% | +8.7% | -1.3% |
| YTD | -5.3% | -54.6% | +49.2% | +2.2% |
| 1Y | +27.2% | -54.6% | +81.9% | +37.3% |
| 3Y | +166.1% | -60.3% | +226.5% | +188.2% |
| All | +138.0% | -63.4% | +201.4% | +162.2% |
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