+79.2%
CSGP vs P
+557.5%
-478.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.0% | +9.0% | +4.8% |
| 7D | +18.3% | -19.4% | +37.7% | +21.8% |
| 30D | +17.8% | -22.3% | +40.1% | +21.3% |
| 3M | +9.3% | +33.2% | -23.9% | +1.9% |
| 6M | -7.9% | +53.6% | -61.5% | -17.9% |
| YTD | -51.5% | +66.8% | -118.3% | -57.9% |
| 1Y | -53.3% | +17.5% | -70.8% | -57.2% |
| 3Y | -57.9% | +219.7% | -277.6% | -71.1% |
| 5Y | -61.3% | +307.8% | -369.1% | -75.5% |
| 10Y | +77.5% | +855.3% | -777.8% | -7.8% |
| All | +79.2% | +557.5% | -478.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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