+26.4%
CL vs CSGP
-55.1%
+81.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +2.6% | -3.2% | +5.7% | +2.9% |
| 30D | +11.8% | +2.2% | +9.5% | +11.7% |
| 3M | +5.9% | -3.7% | +9.6% | +6.2% |
| 6M | +13.3% | -7.4% | +20.8% | +13.1% |
| YTD | +27.1% | -54.9% | +82.0% | +28.2% |
| All | +26.4% | -55.1% | +81.5% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling