-50.7%
CCI vs CSGP
-64.7%
+14.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.3% |
| 7D | -0.4% | -4.1% | +3.7% | +0.6% |
| 30D | +2.7% | +2.3% | +0.4% | +1.9% |
| 3M | -18.2% | -8.2% | -10.0% | -17.0% |
| 6M | -14.8% | -35.1% | +20.3% | -6.6% |
| YTD | -12.6% | -54.0% | +41.4% | +3.4% |
| 1Y | -16.7% | -65.3% | +48.6% | +5.5% |
| 3Y | -10.5% | -62.6% | +52.0% | +8.7% |
| All | -50.7% | -64.7% | +14.0% | -41.7% |
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