+411.8%
CAH vs CSGP
+65.4%
+346.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +5.9% | -7.1% | +13.0% | +7.2% |
| 30D | +16.5% | +3.6% | +12.9% | +15.3% |
| 3M | +15.7% | -2.7% | +18.5% | +15.5% |
| 6M | +52.7% | -8.0% | +60.8% | +53.3% |
| YTD | +36.3% | -55.0% | +91.3% | +54.3% |
| 1Y | +36.7% | -55.8% | +92.5% | +55.2% |
| 3Y | +178.2% | -62.0% | +240.1% | +218.2% |
| 5Y | +515.8% | -62.9% | +578.7% | +594.9% |
| 10Y | +411.8% | +62.6% | +349.2% | +362.3% |
| All | +411.8% | +65.4% | +346.4% | +362.3% |
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