+65.2%
CSGP vs A
+319.7%
-254.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -5.5% |
| 7D | +1.3% | -0.1% | +1.3% | +1.2% |
| 30D | +10.7% | +3.4% | +7.3% | +8.1% |
| 3M | +3.3% | +23.8% | -20.6% | -8.6% |
| 6M | -10.3% | +49.0% | -59.3% | -29.1% |
| YTD | -54.6% | +29.4% | -84.0% | -61.4% |
| 1Y | -54.6% | +19.4% | -74.0% | -59.8% |
| 3Y | -60.3% | +66.2% | -126.5% | -71.8% |
| 5Y | -63.3% | +15.8% | -79.1% | -68.7% |
| All | +65.2% | +319.7% | -254.5% | -24.9% |
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