-57.7%
CSGP vs PL
+459.7%
-517.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.4% | +4.2% |
| 7D | +18.3% | -11.7% | +30.0% | +18.8% |
| 30D | +17.8% | -27.1% | +44.9% | +19.1% |
| 3M | +9.3% | -44.6% | +53.8% | +11.7% |
| 6M | -7.9% | -67.2% | +59.3% | -4.3% |
| YTD | -51.5% | -35.9% | -15.7% | -52.6% |
| 1Y | -53.3% | -0.4% | -52.9% | -56.2% |
| All | -57.7% | +459.7% | -517.4% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling