+65.2%
CSGP vs CAPR
-68.5%
+133.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.7% | -9.3% | -4.8% |
| 7D | +1.3% | +41.1% | -39.8% | +0.7% |
| 30D | +10.7% | +11.1% | -0.4% | +10.4% |
| 3M | +3.3% | +115.3% | -112.0% | +1.7% |
| 6M | -10.3% | -73.8% | +63.5% | -9.6% |
| YTD | -54.6% | -68.8% | +14.2% | -54.4% |
| 1Y | -54.6% | +43.3% | -98.0% | -57.4% |
| 3Y | -60.3% | +214.7% | -275.0% | -64.7% |
| 5Y | -63.3% | +141.3% | -204.6% | -67.6% |
| All | +65.2% | -68.5% | +133.7% | +38.2% |
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