+109.4%
C vs CSGP
-62.1%
+171.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -4.7% |
| 7D | -5.3% | +13.9% | -19.2% | -7.7% |
| 30D | -7.3% | +16.0% | -23.3% | -10.7% |
| 3M | -13.5% | +6.1% | -19.6% | -15.4% |
| 6M | -6.5% | -8.2% | +1.7% | -6.0% |
| YTD | +3.6% | -52.3% | +55.9% | +21.4% |
| 1Y | +18.9% | -54.5% | +73.4% | +40.9% |
| 3Y | +205.0% | -58.6% | +263.5% | +264.7% |
| 5Y | +109.4% | -61.5% | +170.9% | +153.6% |
| All | +109.4% | -62.1% | +171.4% | +153.6% |
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 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