+413.1%
CAH vs CSGP
-64.7%
+477.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.3% |
| 7D | +5.4% | -4.1% | +9.5% | +5.8% |
| 30D | +3.3% | +2.3% | +1.0% | +2.9% |
| 3M | +22.8% | -8.2% | +31.0% | +23.5% |
| 6M | +11.3% | -35.1% | +46.3% | +16.2% |
| YTD | +21.1% | -54.0% | +75.2% | +31.4% |
| 1Y | +67.2% | -65.3% | +132.5% | +88.0% |
| 3Y | +195.6% | -62.6% | +258.2% | +224.0% |
| All | +413.1% | -64.7% | +477.8% | +471.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling