+1,463.9%
CI vs CSGP
+3,294.4%
-1,830.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -1.9% |
| 7D | -1.6% | +1.3% | -2.8% | -1.8% |
| 30D | +5.4% | +10.7% | -5.3% | +3.5% |
| 3M | +7.3% | +3.3% | +4.0% | +6.2% |
| 6M | +5.3% | -10.3% | +15.6% | +6.2% |
| YTD | +8.5% | -54.6% | +63.0% | +20.5% |
| 1Y | +17.1% | -54.6% | +71.8% | +30.1% |
| 3Y | +1.4% | -60.3% | +61.8% | +13.6% |
| 5Y | +50.5% | -63.3% | +113.8% | +67.8% |
| 10Y | +168.5% | +66.5% | +102.0% | +139.5% |
| All | +1,463.9% | +3,294.4% | -1,830.6% | +814.8% |
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 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