+1,574.6%
BE vs CSGP
-61.9%
+1,636.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.8% | +7.2% |
| 7D | +20.0% | -4.1% | +24.0% | +19.6% |
| 30D | +7.9% | +2.3% | +5.6% | +8.2% |
| 3M | -13.2% | -8.2% | -5.0% | -11.6% |
| 6M | +53.5% | -35.1% | +88.5% | +66.5% |
| YTD | +191.0% | -54.0% | +245.1% | +240.5% |
| 1Y | +360.5% | -65.3% | +425.8% | +505.6% |
| All | +1,574.6% | -61.9% | +1,636.5% | +2,014.6% |
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