-20.2%
DOW vs CSGP
-60.9%
+40.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.9% |
| 7D | +5.2% | +1.3% | +3.9% | +4.9% |
| 30D | +13.2% | +2.8% | +10.4% | +11.8% |
| 3M | +10.1% | -6.3% | +16.4% | +10.5% |
| 6M | -13.1% | -3.2% | -9.9% | -13.7% |
| YTD | +46.1% | -54.0% | +100.1% | +78.7% |
| 1Y | +50.0% | -54.8% | +104.8% | +84.7% |
| 3Y | -20.2% | -60.6% | +40.3% | -2.1% |
| All | -20.2% | -60.9% | +40.7% | -2.1% |
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