+47.1%
CSX vs CSGP
-53.2%
+100.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +2.5% |
| 7D | +0.1% | +18.3% | -18.2% | -0.4% |
| 30D | +9.7% | +17.8% | -8.0% | +9.6% |
| 3M | +2.3% | +9.3% | -7.0% | +2.2% |
| 6M | +17.1% | -7.9% | +25.0% | +17.5% |
| YTD | +44.9% | -51.5% | +96.4% | +52.0% |
| 1Y | +47.1% | -53.3% | +100.4% | +56.3% |
| All | +47.1% | -53.2% | +100.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling