+411.5%
CAH vs CSGP
+65.8%
+345.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.6% |
| 7D | +3.5% | +1.3% | +2.1% | +3.2% |
| 30D | +13.5% | +2.8% | +10.6% | +12.5% |
| 3M | +21.8% | -6.3% | +28.2% | +22.5% |
| 6M | +51.5% | -3.2% | +54.7% | +50.7% |
| YTD | +38.1% | -54.0% | +92.0% | +55.7% |
| 1Y | +37.7% | -54.8% | +92.5% | +55.7% |
| 3Y | +179.6% | -60.6% | +240.2% | +217.6% |
| 5Y | +504.9% | -62.6% | +567.6% | +582.6% |
| All | +411.5% | +65.8% | +345.7% | +368.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling