+586.0%
CSGP vs CAPR
-99.1%
+685.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.3% | -4.2% | +3.9% |
| 7D | +18.3% | +43.2% | -24.9% | +17.9% |
| 30D | +17.8% | +14.7% | +3.1% | +17.6% |
| 3M | +9.3% | +113.9% | -104.7% | +8.2% |
| 6M | -7.9% | -73.4% | +65.5% | -7.5% |
| YTD | -51.5% | -69.1% | +17.5% | -51.4% |
| 1Y | -53.3% | +47.2% | -100.5% | -55.0% |
| 3Y | -57.9% | +210.8% | -268.7% | -60.3% |
| 5Y | -61.3% | +134.1% | -195.4% | -63.7% |
| 10Y | +77.5% | -67.3% | +144.9% | +63.6% |
| All | +586.0% | -99.1% | +685.1% | +556.8% |
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