+44.1%
CSGP vs CP
+220.9%
-176.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.6% |
| 7D | -4.1% | -2.7% | -1.4% | -3.0% |
| 30D | +2.3% | +0.2% | +2.2% | +2.2% |
| 3M | -8.2% | +2.6% | -10.7% | -9.3% |
| 6M | -35.1% | +6.0% | -41.0% | -37.1% |
| YTD | -54.0% | +24.9% | -79.0% | -58.9% |
| 1Y | -65.3% | +20.1% | -85.4% | -68.4% |
| 3Y | -62.6% | +16.4% | -79.0% | -66.1% |
| 5Y | -64.8% | +31.7% | -96.6% | -70.4% |
| All | +44.1% | +220.9% | -176.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling