-54.9%
CSGP vs CAPR
+47.8%
-102.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.9% | +7.0% | -2.9% |
| 7D | -3.2% | +7.6% | -10.8% | -3.2% |
| 30D | +2.2% | +13.3% | -11.1% | +2.2% |
| 3M | -3.7% | +130.4% | -134.0% | -3.7% |
| 6M | -7.4% | -70.8% | +63.4% | -7.3% |
| YTD | -54.9% | -69.3% | +14.4% | -54.8% |
| 1Y | -54.9% | +59.5% | -114.4% | -55.3% |
| All | -54.9% | +47.8% | -102.7% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling