+70.0%
CSGP vs P
+485.4%
-415.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.7% |
| 7D | -4.1% | +6.5% | -10.6% | -5.1% |
| 30D | +2.3% | +18.8% | -16.5% | -1.1% |
| 3M | -8.2% | +26.7% | -34.9% | -13.3% |
| 6M | -35.1% | +62.2% | -97.2% | -42.1% |
| YTD | -54.0% | +48.5% | -102.5% | -58.6% |
| 1Y | -65.3% | +26.4% | -91.7% | -68.4% |
| 3Y | -62.6% | +159.4% | -222.0% | -72.8% |
| 5Y | -64.8% | +275.8% | -340.6% | -77.1% |
| 10Y | +45.1% | +732.0% | -686.9% | -21.8% |
| All | +70.0% | +485.4% | -415.3% | -8.5% |
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