+442.0%
CAH vs CSGP
+63.3%
+378.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.1% | +2.3% |
| 7D | +8.5% | +1.3% | +7.2% | +8.2% |
| 30D | +17.0% | +10.7% | +6.4% | +14.5% |
| 3M | +14.6% | +3.3% | +11.3% | +13.2% |
| 6M | +42.5% | -10.3% | +52.9% | +43.6% |
| YTD | +33.5% | -54.6% | +88.0% | +50.9% |
| 1Y | +38.5% | -54.6% | +93.2% | +56.5% |
| 3Y | +179.0% | -60.3% | +239.3% | +216.3% |
| 5Y | +507.2% | -63.3% | +570.5% | +587.8% |
| All | +442.0% | +63.3% | +378.7% | +389.2% |
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