+84.5%
CTVA vs CSGP
-61.8%
+146.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.0% | -7.1% | +6.1% | -0.1% |
| 30D | -8.7% | +3.6% | -12.4% | -9.2% |
| 3M | +6.4% | -2.7% | +9.1% | +6.5% |
| 6M | -1.9% | -8.0% | +6.2% | -1.3% |
| YTD | +21.5% | -55.0% | +76.5% | +38.0% |
| 1Y | +24.3% | -55.8% | +80.0% | +41.6% |
| All | +84.5% | -61.8% | +146.2% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling