+1,396.6%
CI vs CSGP
+3,334.4%
-1,937.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +1.3% | -4.1% | +5.4% | +2.0% |
| 30D | +4.4% | +2.3% | +2.1% | +3.9% |
| 3M | +0.7% | -8.2% | +8.8% | +1.6% |
| 6M | +0.3% | -35.1% | +35.4% | +6.5% |
| YTD | +3.8% | -54.0% | +57.8% | +15.5% |
| 1Y | -5.5% | -65.3% | +59.8% | +9.8% |
| 3Y | +8.1% | -62.6% | +70.7% | +22.5% |
| 5Y | +42.8% | -64.8% | +107.6% | +60.6% |
| 10Y | +143.9% | +45.1% | +98.8% | +122.0% |
| All | +1,396.6% | +3,334.4% | -1,937.8% | +776.7% |
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 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