-63.1%
CSGP vs SAN
+298.8%
-361.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | -3.2% | +10.8% | -13.9% | -5.6% |
| 30D | +2.2% | -5.7% | +8.0% | +3.6% |
| 3M | -3.7% | -13.4% | +9.8% | -0.5% |
| 6M | -7.4% | +3.5% | -11.0% | -9.0% |
| YTD | -54.9% | +9.7% | -64.6% | -56.6% |
| 1Y | -54.9% | +20.9% | -75.8% | -57.8% |
| 3Y | -61.9% | +254.3% | -316.2% | -74.2% |
| 5Y | -63.1% | +304.2% | -367.3% | -76.8% |
| All | -63.1% | +298.8% | -361.9% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling