-57.7%
CSGP vs CAPR
+211.9%
-269.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.3% | -4.2% | +4.0% |
| 7D | +18.3% | +43.2% | -24.9% | +18.1% |
| 30D | +17.8% | +14.7% | +3.1% | +17.7% |
| 3M | +9.3% | +113.9% | -104.7% | +8.8% |
| 6M | -7.9% | -73.4% | +65.5% | -7.6% |
| YTD | -51.5% | -69.1% | +17.5% | -51.4% |
| 1Y | -53.3% | +47.2% | -100.5% | -54.6% |
| All | -57.7% | +211.9% | -269.6% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling