-57.7%
CSGP vs CP
+29.6%
-87.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +2.8% |
| 7D | +18.3% | +5.6% | +12.7% | +16.2% |
| 30D | +17.8% | +10.0% | +7.8% | +14.5% |
| 3M | +9.3% | +4.4% | +4.9% | +7.8% |
| 6M | -7.9% | +14.1% | -22.0% | -11.6% |
| YTD | -51.5% | +29.1% | -80.6% | -55.6% |
| 1Y | -53.3% | +34.6% | -87.9% | -57.9% |
| All | -57.7% | +29.6% | -87.3% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling