+1,412.9%
CB vs CSGP
+3,334.4%
-1,921.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | +0.5% | -4.1% | +4.6% | +1.1% |
| 30D | -3.1% | +2.3% | -5.4% | -3.6% |
| 3M | +9.0% | -8.2% | +17.1% | +9.9% |
| 6M | +2.9% | -35.1% | +37.9% | +9.1% |
| YTD | +10.1% | -54.0% | +64.1% | +22.3% |
| 1Y | +22.8% | -65.3% | +88.1% | +42.0% |
| 3Y | +73.8% | -62.6% | +136.4% | +95.8% |
| 5Y | +99.2% | -64.8% | +164.0% | +122.3% |
| 10Y | +218.2% | +45.1% | +173.1% | +182.7% |
| All | +1,412.9% | +3,334.4% | -1,921.5% | +743.4% |
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