+3,812.5%
CMG vs CSGP
+515.1%
+3,297.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +1.9% | -1.0% |
| 7D | +8.0% | +1.3% | +6.7% | +7.5% |
| 30D | +11.9% | +10.7% | +1.2% | +6.5% |
| 3M | +2.1% | +3.3% | -1.1% | -0.9% |
| 6M | +5.2% | -10.3% | +15.5% | +6.7% |
| YTD | -6.9% | -54.6% | +47.6% | +20.3% |
| 1Y | +12.7% | -54.6% | +67.3% | +45.7% |
| 3Y | -16.8% | -60.3% | +43.5% | +9.4% |
| 5Y | -4.1% | -63.3% | +59.2% | +27.3% |
| 10Y | +364.7% | +66.5% | +298.2% | +229.4% |
| All | +3,812.5% | +515.1% | +3,297.4% | +1,298.1% |
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