-62.8%
CSGP vs REPL
-22.6%
-40.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.4% |
| 7D | -4.1% | -3.0% | -1.1% | -4.1% |
| 30D | +2.3% | +27.1% | -24.8% | +2.2% |
| 3M | -8.2% | +52.4% | -60.6% | -8.4% |
| 6M | -35.1% | +107.4% | -142.5% | -36.4% |
| YTD | -54.0% | +54.7% | -108.8% | -54.7% |
| 1Y | -65.3% | +158.9% | -224.2% | -66.6% |
| All | -62.8% | -22.6% | -40.2% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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