+1,767.8%
CLS vs CSGP
-62.1%
+1,829.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.6% | -11.4% | -12.8% |
| 7D | -27.3% | +13.9% | -41.2% | -29.0% |
| 30D | -47.0% | +16.0% | -63.0% | -49.4% |
| 3M | -43.3% | +6.1% | -49.4% | -45.0% |
| 6M | -50.8% | -8.2% | -42.6% | -50.8% |
| YTD | -30.4% | -52.3% | +21.9% | -14.9% |
| 1Y | -41.7% | -54.5% | +12.8% | -27.5% |
| 3Y | +701.4% | -58.6% | +760.0% | +905.1% |
| 5Y | +1,767.8% | -61.5% | +1,829.3% | +2,360.3% |
| All | +1,767.8% | -62.1% | +1,829.8% | +2,360.3% |
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