-27.3%
CSGP vs REPL
-6.0%
-21.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.4% |
| 7D | -4.1% | -3.0% | -1.1% | -4.0% |
| 30D | +2.3% | +27.1% | -24.8% | +1.3% |
| 3M | -8.2% | +52.4% | -60.6% | -11.1% |
| 6M | -35.1% | +107.4% | -142.5% | -40.8% |
| YTD | -54.0% | +54.7% | -108.8% | -57.5% |
| 1Y | -65.3% | +158.9% | -224.2% | -69.8% |
| 3Y | -62.6% | -23.7% | -38.8% | -68.7% |
| 5Y | -64.8% | -54.3% | -10.5% | -70.1% |
| All | -27.3% | -6.0% | -21.3% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling