+3,446.1%
CSGP vs SAN
+300.0%
+3,146.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +2.1% |
| 7D | +18.3% | +4.5% | +13.8% | +16.7% |
| 30D | +17.8% | -12.1% | +29.9% | +22.3% |
| 3M | +9.3% | -15.6% | +24.8% | +14.6% |
| 6M | -7.9% | +5.8% | -13.7% | -10.4% |
| YTD | -51.5% | +5.5% | -57.0% | -53.1% |
| 1Y | -53.3% | +23.6% | -76.9% | -57.0% |
| 3Y | -57.9% | +244.9% | -302.8% | -72.2% |
| 5Y | -61.3% | +282.2% | -343.5% | -76.0% |
| 10Y | +77.5% | +255.8% | -178.2% | +2.9% |
| All | +3,446.1% | +300.0% | +3,146.1% | +1,608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling