+732.7%
CLS vs CSGP
-60.4%
+793.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.5% |
| 7D | -22.2% | +1.3% | -23.4% | -22.2% |
| 30D | -44.4% | +10.7% | -55.1% | -45.2% |
| 3M | -34.3% | +3.3% | -37.6% | -35.1% |
| 6M | -50.1% | -10.3% | -39.7% | -49.6% |
| YTD | -30.1% | -54.6% | +24.5% | -16.1% |
| 1Y | -39.3% | -54.6% | +15.3% | -27.3% |
| 3Y | +732.7% | -60.3% | +793.1% | +903.2% |
| All | +732.7% | -60.4% | +793.1% | +903.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling