+231.7%
CTVA vs CSGP
-40.3%
+271.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.3% |
| 7D | +4.9% | -4.1% | +9.0% | +5.9% |
| 30D | +11.9% | +2.3% | +9.6% | +11.0% |
| 3M | +13.7% | -8.2% | +21.8% | +15.1% |
| 6M | +13.1% | -35.1% | +48.2% | +23.9% |
| YTD | +32.0% | -54.0% | +86.0% | +56.4% |
| 1Y | +22.1% | -65.3% | +87.4% | +55.7% |
| 3Y | +77.5% | -62.6% | +140.0% | +116.9% |
| 5Y | +106.3% | -64.8% | +171.1% | +152.8% |
| All | +231.7% | -40.3% | +271.9% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling