+627.3%
CL vs CSGP
+3,334.4%
-2,707.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.2% |
| 7D | -2.2% | -4.1% | +1.9% | -1.8% |
| 30D | -4.8% | +2.3% | -7.2% | -5.1% |
| 3M | +4.9% | -8.2% | +13.1% | +5.5% |
| 6M | -5.7% | -35.1% | +29.3% | -2.3% |
| YTD | +14.4% | -54.0% | +68.4% | +21.8% |
| 1Y | +8.7% | -65.3% | +74.1% | +18.7% |
| 3Y | +30.0% | -62.6% | +92.5% | +39.8% |
| 5Y | +28.4% | -64.8% | +93.2% | +37.3% |
| 10Y | +50.1% | +45.1% | +5.0% | +40.8% |
| All | +627.3% | +3,334.4% | -2,707.2% | +382.2% |
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