-10.8%
DOW vs CSGP
-33.6%
+22.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.2% |
| 30D | +0.4% | +2.3% | -1.9% | -0.8% |
| 3M | -14.4% | -8.2% | -6.2% | -13.1% |
| 6M | -7.0% | -35.1% | +28.1% | +4.6% |
| YTD | +30.2% | -54.0% | +84.2% | +62.3% |
| 1Y | +29.2% | -65.3% | +94.5% | +77.3% |
| 3Y | -36.7% | -62.6% | +25.9% | -17.2% |
| 5Y | -37.7% | -64.8% | +27.1% | -18.0% |
| All | -10.8% | -33.6% | +22.8% | -9.5% |
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 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