-62.8%
CSGP vs SAN
+339.3%
-402.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -4.1% | +1.8% | -5.8% | -4.4% |
| 30D | +2.3% | +2.0% | +0.3% | +1.9% |
| 3M | -8.2% | +19.7% | -27.9% | -11.5% |
| 6M | -35.1% | +30.6% | -65.7% | -38.9% |
| YTD | -54.0% | +28.8% | -82.9% | -56.6% |
| 1Y | -65.3% | +57.8% | -123.1% | -69.0% |
| All | -62.8% | +339.3% | -402.1% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling