+109.0%
CTVA vs CSGP
-64.7%
+173.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.5% |
| 7D | +4.9% | -4.1% | +9.0% | +5.5% |
| 30D | +11.9% | +2.3% | +9.6% | +11.4% |
| 3M | +13.7% | -8.2% | +21.8% | +14.6% |
| 6M | +13.1% | -35.1% | +48.2% | +20.5% |
| YTD | +32.0% | -54.0% | +86.0% | +48.7% |
| 1Y | +22.1% | -65.3% | +87.4% | +45.0% |
| 3Y | +77.5% | -62.6% | +140.0% | +104.6% |
| All | +109.0% | -64.7% | +173.7% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling