-61.5%
CSGP vs REPL
-40.1%
-21.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | +13.9% | +15.1% | -1.2% | +13.6% |
| 30D | +16.0% | +51.1% | -35.1% | +15.1% |
| 3M | +6.1% | +69.2% | -63.1% | +4.9% |
| 6M | -8.2% | +597.6% | -605.7% | -15.0% |
| YTD | -52.3% | +106.0% | -158.3% | -54.7% |
| 1Y | -54.5% | +133.3% | -187.8% | -57.1% |
| 3Y | -58.6% | +41.0% | -99.6% | -64.7% |
| 5Y | -61.5% | -40.1% | -21.4% | -64.6% |
| All | -61.5% | -40.1% | -21.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling