+1,312.2%
CAH vs CSGP
+3,461.1%
-2,148.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.4% |
| 7D | +6.7% | +13.9% | -7.2% | +4.9% |
| 30D | +14.7% | +16.0% | -1.3% | +12.4% |
| 3M | +12.0% | +6.1% | +5.9% | +10.7% |
| 6M | +36.2% | -8.2% | +44.4% | +36.7% |
| YTD | +31.3% | -52.3% | +83.6% | +41.7% |
| 1Y | +37.1% | -54.5% | +91.6% | +48.7% |
| 3Y | +178.3% | -58.6% | +236.9% | +202.1% |
| 5Y | +497.1% | -61.5% | +558.6% | +545.5% |
| 10Y | +439.8% | +74.7% | +365.2% | +385.5% |
| All | +1,312.2% | +3,461.1% | -2,148.9% | +806.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling