+516.7%
CAH vs CSGP
-62.5%
+579.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.7% |
| 7D | +3.5% | +1.3% | +2.1% | +3.3% |
| 30D | +13.5% | +2.8% | +10.6% | +12.8% |
| 3M | +21.8% | -6.3% | +28.2% | +22.2% |
| 6M | +51.5% | -3.2% | +54.7% | +51.0% |
| YTD | +38.1% | -54.0% | +92.0% | +49.1% |
| 1Y | +37.7% | -54.8% | +92.5% | +48.9% |
| 3Y | +179.6% | -60.6% | +240.2% | +203.0% |
| All | +516.7% | -62.5% | +579.2% | +595.3% |
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 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