-31.2%
CCL vs CSGP
+63.3%
-94.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.6% | +2.3% |
| 7D | +2.6% | +1.3% | +1.3% | +2.0% |
| 30D | +13.1% | +10.7% | +2.4% | +5.2% |
| 3M | +3.3% | +3.3% | 0.0% | -1.5% |
| 6M | +8.7% | -10.3% | +19.0% | +9.8% |
| YTD | -1.6% | -54.6% | +53.0% | +41.7% |
| 1Y | +14.0% | -54.6% | +68.6% | +63.6% |
| 3Y | +145.1% | -60.3% | +205.5% | +266.2% |
| 5Y | +21.2% | -63.3% | +84.5% | +85.1% |
| All | -31.2% | +63.3% | -94.5% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling