+354.5%
CSGP vs CG
+283.8%
+70.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | +0.7% |
| 7D | +13.9% | -1.5% | +15.4% | +14.4% |
| 30D | +16.0% | +2.8% | +13.2% | +14.8% |
| 3M | +6.1% | -19.2% | +25.3% | +14.2% |
| 6M | -8.2% | -21.0% | +12.8% | -1.2% |
| YTD | -52.3% | -31.0% | -21.4% | -46.5% |
| 1Y | -54.5% | -21.1% | -33.4% | -51.3% |
| 3Y | -58.6% | +48.8% | -107.4% | -66.1% |
| 5Y | -61.5% | -21.5% | -40.0% | -61.9% |
| 10Y | +74.7% | +298.1% | -223.5% | -0.4% |
| All | +354.5% | +283.8% | +70.7% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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