+60.0%
CSGP vs A
+302.9%
-242.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.6% |
| 30D | +2.8% | 0.0% | +2.8% | +2.2% |
| 3M | -6.3% | +16.7% | -23.0% | -14.6% |
| 6M | -3.2% | +54.8% | -58.0% | -25.1% |
| YTD | -54.0% | +28.8% | -82.8% | -60.9% |
| 1Y | -54.8% | +19.3% | -74.1% | -60.0% |
| 3Y | -60.6% | +65.5% | -126.1% | -72.0% |
| 5Y | -62.6% | +12.1% | -74.7% | -67.5% |
| All | +60.0% | +302.9% | -242.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling