-7.9%
CSGP vs RACE
+27.8%
-35.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.2% | +2.4% |
| 7D | +18.3% | +9.9% | +8.4% | +14.2% |
| 30D | +17.8% | +12.8% | +5.0% | +12.8% |
| 3M | +9.3% | +7.4% | +1.9% | +6.2% |
| 6M | -7.9% | +27.6% | -35.5% | -13.5% |
| All | -7.9% | +27.8% | -35.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 6mo: compounded portfolio wealth divided by compounded RACE 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…
6mo analysis · Full analysis span regression · 6 months rolling