-8.2%
CSGP vs SAN
+3.5%
-11.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +13.9% | +3.5% | +10.4% | +13.5% |
| 30D | +16.0% | -13.2% | +29.2% | +13.6% |
| 3M | +6.1% | -16.9% | +23.0% | +3.4% |
| 6M | -8.2% | +2.3% | -10.5% | -2.0% |
| All | -8.2% | +3.5% | -11.6% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling