-35.3%
CCI vs CSGP
-62.1%
+26.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +2.4% | +13.9% | -11.5% | -0.5% |
| 30D | +33.2% | +16.0% | +17.2% | +27.6% |
| 3M | +25.0% | +6.1% | +18.9% | +21.8% |
| 6M | +4.8% | -8.2% | +12.9% | +5.3% |
| YTD | +6.4% | -52.3% | +58.7% | +24.0% |
| 1Y | +6.5% | -54.5% | +61.0% | +25.5% |
| 3Y | +8.6% | -58.6% | +67.2% | +27.7% |
| 5Y | -35.3% | -61.5% | +26.2% | -21.0% |
| All | -35.3% | -62.1% | +26.8% | -21.0% |
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