+574.9%
CSGP vs CAPR
-99.1%
+674.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.6% |
| 7D | +13.9% | +29.7% | -15.8% | +13.6% |
| 30D | +16.0% | +11.0% | +5.0% | +15.8% |
| 3M | +6.1% | +118.8% | -112.7% | +5.1% |
| 6M | -8.2% | -73.9% | +65.7% | -7.7% |
| YTD | -52.3% | -70.2% | +17.9% | -52.2% |
| 1Y | -54.5% | +38.3% | -92.8% | -56.1% |
| 3Y | -58.6% | +199.7% | -258.2% | -61.0% |
| 5Y | -61.5% | +130.6% | -192.1% | -63.8% |
| 10Y | +74.7% | -68.5% | +143.2% | +61.0% |
| All | +574.9% | -99.1% | +674.0% | +546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling