-61.5%
CSGP vs SAN
+272.3%
-333.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +13.9% | +3.5% | +10.4% | +12.9% |
| 30D | +16.0% | -13.2% | +29.2% | +19.9% |
| 3M | +6.1% | -16.9% | +23.0% | +10.7% |
| 6M | -8.2% | +2.3% | -10.5% | -9.5% |
| YTD | -52.3% | +4.9% | -57.3% | -53.6% |
| 1Y | -54.5% | +20.4% | -74.9% | -57.4% |
| 3Y | -58.6% | +243.2% | -301.8% | -71.7% |
| 5Y | -61.5% | +275.3% | -336.8% | -75.2% |
| All | -61.5% | +272.3% | -333.8% | -75.2% |
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