+23.7%
EXC vs CSGP
-61.9%
+85.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.9% |
| 7D | +0.3% | -4.1% | +4.4% | +0.5% |
| 30D | -3.7% | +2.3% | -6.0% | -3.9% |
| 3M | -1.3% | -8.2% | +6.9% | -1.0% |
| 6M | -9.7% | -35.1% | +25.4% | -8.1% |
| YTD | +2.9% | -54.0% | +56.9% | +7.3% |
| 1Y | +4.4% | -65.3% | +69.7% | +11.2% |
| All | +23.7% | -61.9% | +85.6% | +29.8% |
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