+42.8%
CL vs CSGP
-62.1%
+104.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +5.9% | +13.9% | -8.0% | +4.7% |
| 30D | +13.8% | +16.0% | -2.2% | +12.3% |
| 3M | +6.4% | +6.1% | +0.3% | +5.6% |
| 6M | +15.6% | -8.2% | +23.8% | +15.7% |
| YTD | +27.9% | -52.3% | +80.2% | +33.9% |
| 1Y | +31.4% | -54.5% | +85.9% | +38.0% |
| 3Y | +41.4% | -58.6% | +100.0% | +48.6% |
| 5Y | +42.8% | -61.5% | +104.3% | +52.5% |
| All | +42.8% | -62.1% | +104.8% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling