+79.7%
CTVA vs CSGP
-63.4%
+143.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.5% |
| 7D | +2.2% | +1.3% | +1.0% | +2.1% |
| 30D | -17.6% | +10.7% | -28.3% | -19.0% |
| 3M | +3.4% | +3.3% | +0.1% | +2.5% |
| 6M | -2.6% | -10.3% | +7.8% | -1.8% |
| YTD | +19.1% | -54.6% | +73.7% | +34.2% |
| 1Y | +26.8% | -54.6% | +81.4% | +42.7% |
| 3Y | +63.9% | -60.3% | +124.2% | +86.8% |
| All | +79.7% | -63.4% | +143.1% | +114.7% |
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