+44.1%
CSGP vs CAPR
-75.6%
+119.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -4.1% | -2.0% | -2.1% | -4.0% |
| 30D | +2.3% | +139.2% | -136.9% | +0.6% |
| 3M | -8.2% | -66.4% | +58.2% | -7.6% |
| 6M | -35.1% | -63.1% | +28.1% | -34.9% |
| YTD | -54.0% | -67.4% | +13.4% | -53.8% |
| 1Y | -65.3% | +58.2% | -123.6% | -67.6% |
| 3Y | -62.6% | +42.2% | -104.8% | -66.1% |
| 5Y | -64.8% | +87.3% | -152.1% | -68.8% |
| All | +44.1% | -75.6% | +119.8% | +25.6% |
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