-21.4%
C vs CSGP
+3,520.0%
-3,541.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.4% | +0.4% |
| 7D | +1.1% | +18.3% | -17.2% | -4.2% |
| 30D | -2.4% | +17.8% | -20.2% | -8.3% |
| 3M | -8.4% | +9.3% | -17.6% | -12.4% |
| 6M | +0.3% | -7.9% | +8.3% | +0.1% |
| YTD | +9.1% | -51.5% | +60.7% | +30.6% |
| 1Y | +26.0% | -53.3% | +79.4% | +52.4% |
| 3Y | +221.2% | -57.9% | +279.1% | +293.4% |
| 5Y | +120.4% | -61.3% | +181.8% | +168.4% |
| 10Y | +250.6% | +77.5% | +173.1% | +160.8% |
| All | -21.4% | +3,520.0% | -3,541.4% | -76.9% |
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