+3,388.4%
CSGP vs CP
+4,881.5%
-1,493.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +13.9% | +6.1% | +7.8% | +11.4% |
| 30D | +16.0% | +9.8% | +6.2% | +12.2% |
| 3M | +6.1% | +2.7% | +3.3% | +5.1% |
| 6M | -8.2% | +12.8% | -20.9% | -12.4% |
| YTD | -52.3% | +28.2% | -80.5% | -57.0% |
| 1Y | -54.5% | +34.1% | -88.6% | -59.7% |
| 3Y | -58.6% | +28.9% | -87.4% | -63.2% |
| 5Y | -61.5% | +27.1% | -88.6% | -65.9% |
| 10Y | +74.7% | +264.8% | -190.1% | +1.4% |
| All | +3,388.4% | +4,881.5% | -1,493.1% | +669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling