-58.4%
CSGP vs SAN
+243.2%
-301.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +13.9% | +3.5% | +10.4% | +13.1% |
| 30D | +16.0% | -13.2% | +29.2% | +18.9% |
| 3M | +6.1% | -16.9% | +23.0% | +9.6% |
| 6M | -8.2% | +2.3% | -10.5% | -9.4% |
| YTD | -52.3% | +4.9% | -57.3% | -53.3% |
| 1Y | -54.5% | +20.4% | -74.9% | -57.0% |
| All | -58.4% | +243.2% | -301.6% | -71.1% |
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 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