+3,269.5%
CLS vs CSGP
-64.7%
+3,334.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | +4.6% | -4.1% | +8.6% | +5.7% |
| 30D | -13.9% | +2.3% | -16.2% | -14.7% |
| 3M | -26.6% | -8.2% | -18.4% | -25.7% |
| 6M | +15.4% | -35.1% | +50.5% | +29.4% |
| YTD | +5.7% | -54.0% | +59.7% | +31.9% |
| 1Y | +41.1% | -65.3% | +106.4% | +95.5% |
| 3Y | +1,228.6% | -62.6% | +1,291.1% | +1,643.3% |
| All | +3,269.5% | -64.7% | +3,334.2% | +4,184.8% |
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