+3,264.4%
CSGP vs CP
+4,756.1%
-1,491.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.6% |
| 7D | -4.1% | -2.7% | -1.4% | -3.1% |
| 30D | +2.3% | +0.2% | +2.2% | +2.2% |
| 3M | -8.2% | +2.6% | -10.7% | -9.1% |
| 6M | -35.1% | +6.0% | -41.0% | -36.9% |
| YTD | -54.0% | +24.9% | -79.0% | -58.2% |
| 1Y | -65.3% | +20.1% | -85.4% | -68.0% |
| 3Y | -62.6% | +16.4% | -79.0% | -65.5% |
| 5Y | -64.8% | +31.7% | -96.6% | -69.4% |
| 10Y | +45.1% | +223.9% | -178.8% | -12.2% |
| All | +3,264.4% | +4,756.1% | -1,491.8% | +647.7% |
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