+1,526.9%
CI vs CSGP
+3,520.0%
-1,993.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +2.7% |
| 7D | +3.5% | +18.3% | -14.8% | +0.8% |
| 30D | +12.6% | +17.8% | -5.2% | +9.4% |
| 3M | +12.1% | +9.3% | +2.8% | +10.0% |
| 6M | +10.6% | -7.9% | +18.5% | +11.0% |
| YTD | +12.8% | -51.5% | +64.4% | +24.1% |
| 1Y | +18.0% | -53.3% | +71.3% | +30.5% |
| 3Y | +4.2% | -57.9% | +62.1% | +15.7% |
| 5Y | +57.2% | -61.3% | +118.5% | +73.9% |
| 10Y | +179.3% | +77.5% | +101.8% | +146.6% |
| All | +1,526.9% | +3,520.0% | -1,993.1% | +842.2% |
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