+221.0%
B vs CSGP
+3,520.0%
-3,299.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.3% | +8.2% |
| 7D | +1.1% | +18.3% | -17.2% | +0.5% |
| 30D | +0.3% | +17.8% | -17.5% | -0.4% |
| 3M | +5.4% | +9.3% | -3.8% | +4.9% |
| 6M | +5.5% | -7.9% | +13.4% | +5.5% |
| YTD | -6.3% | -51.5% | +45.2% | -4.0% |
| 1Y | +29.4% | -53.3% | +82.7% | +32.8% |
| 3Y | +160.3% | -57.9% | +218.1% | +167.4% |
| 5Y | +144.6% | -61.3% | +205.9% | +151.3% |
| 10Y | +169.3% | +77.5% | +91.8% | +163.7% |
| All | +221.0% | +3,520.0% | -3,299.0% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling