+44.1%
CSGP vs SAN
+345.3%
-301.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -4.1% | +1.8% | -5.8% | -4.5% |
| 30D | +2.3% | +2.0% | +0.3% | +1.8% |
| 3M | -8.2% | +19.7% | -27.9% | -12.2% |
| 6M | -35.1% | +30.6% | -65.7% | -39.5% |
| YTD | -54.0% | +28.8% | -82.9% | -57.1% |
| 1Y | -65.3% | +57.8% | -123.1% | -69.3% |
| 3Y | -62.6% | +338.1% | -400.7% | -74.4% |
| 5Y | -64.8% | +384.2% | -449.0% | -77.2% |
| All | +44.1% | +345.3% | -301.2% | -13.7% |
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