+1,251.3%
CSGP vs A
+457.0%
+794.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -4.1% | -1.9% | -2.1% | -3.5% |
| 30D | +2.3% | +6.9% | -4.6% | 0.0% |
| 3M | -8.2% | +9.2% | -17.4% | -11.1% |
| 6M | -35.1% | +25.7% | -60.7% | -40.5% |
| YTD | -54.0% | +11.5% | -65.6% | -56.2% |
| 1Y | -65.3% | +18.4% | -83.7% | -67.7% |
| 3Y | -62.6% | +26.6% | -89.2% | -66.3% |
| 5Y | -64.8% | -12.8% | -52.0% | -64.5% |
| 10Y | +45.1% | +247.2% | -202.1% | -5.0% |
| All | +1,251.3% | +457.0% | +794.2% | +568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling