+47.6%
EXC vs CSGP
-64.7%
+112.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.8% |
| 7D | +0.3% | -4.1% | +4.4% | +0.7% |
| 30D | -3.7% | +2.3% | -6.0% | -4.0% |
| 3M | -1.3% | -8.2% | +6.9% | -0.7% |
| 6M | -9.7% | -35.1% | +25.4% | -6.3% |
| YTD | +2.9% | -54.0% | +56.9% | +10.6% |
| 1Y | +4.4% | -65.3% | +69.7% | +15.8% |
| 3Y | +22.2% | -62.6% | +84.8% | +32.8% |
| All | +47.6% | -64.7% | +112.3% | +55.2% |
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