+3,446.1%
CSGP vs CP
+4,916.0%
-1,469.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +2.7% |
| 7D | +18.3% | +5.6% | +12.7% | +16.0% |
| 30D | +17.8% | +10.0% | +7.8% | +13.9% |
| 3M | +9.3% | +4.4% | +4.9% | +7.6% |
| 6M | -7.9% | +14.1% | -22.0% | -12.5% |
| YTD | -51.5% | +29.1% | -80.6% | -56.4% |
| 1Y | -53.3% | +34.6% | -87.9% | -58.7% |
| 3Y | -57.9% | +29.8% | -87.7% | -62.7% |
| 5Y | -61.3% | +28.7% | -90.0% | -65.9% |
| 10Y | +77.5% | +267.3% | -189.8% | +2.8% |
| All | +3,446.1% | +4,916.0% | -1,469.9% | +680.1% |
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 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