+197.9%
CAH vs CSGP
-61.9%
+259.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.4% |
| 7D | +5.4% | -4.1% | +9.5% | +5.7% |
| 30D | +3.3% | +2.3% | +1.0% | +3.1% |
| 3M | +22.8% | -8.2% | +31.0% | +23.2% |
| 6M | +11.3% | -35.1% | +46.3% | +14.2% |
| YTD | +21.1% | -54.0% | +75.2% | +27.5% |
| 1Y | +67.2% | -65.3% | +132.5% | +80.9% |
| All | +197.9% | -61.9% | +259.8% | +209.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling