+65.2%
CSGP vs SAN
+236.7%
-171.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.4% | -4.2% |
| 7D | +1.3% | +4.9% | -3.7% | +0.2% |
| 30D | +10.7% | -13.0% | +23.7% | +14.2% |
| 3M | +3.3% | -18.9% | +22.1% | +8.1% |
| 6M | -10.3% | -4.1% | -6.2% | -10.1% |
| YTD | -54.6% | +2.6% | -57.1% | -55.4% |
| 1Y | -54.6% | +16.9% | -71.6% | -56.9% |
| 3Y | -60.3% | +239.1% | -299.4% | -71.2% |
| 5Y | -63.3% | +266.8% | -330.1% | -74.6% |
| All | +65.2% | +236.7% | -171.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling