+73.3%
CSGP vs CAPR
-69.9%
+143.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.6% |
| 7D | +13.9% | +29.7% | -15.8% | +13.4% |
| 30D | +16.0% | +11.0% | +5.0% | +15.7% |
| 3M | +6.1% | +118.8% | -112.7% | +4.4% |
| 6M | -8.2% | -73.9% | +65.7% | -7.4% |
| YTD | -52.3% | -70.2% | +17.9% | -52.1% |
| 1Y | -54.5% | +38.3% | -92.8% | -57.3% |
| 3Y | -58.6% | +199.7% | -258.2% | -63.1% |
| 5Y | -61.5% | +130.6% | -192.1% | -66.0% |
| All | +73.3% | -69.9% | +143.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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