+11.8%
CSGP vs SKDD
-47.8%
+59.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -5.9% | +1.6% |
| 7D | +1.3% | -11.6% | +12.9% | +2.5% |
| 30D | +2.8% | -2.7% | +5.6% | +1.4% |
| 3M | -6.3% | +1.3% | -7.6% | -8.7% |
| All | +11.8% | -47.8% | +59.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling