+1,034.8%
EXC vs CSGP
+3,334.4%
-2,299.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | -1.3% | -8.2% | +6.9% | -0.7% |
| 6M | -9.7% | -35.1% | +25.4% | -6.0% |
| YTD | +2.9% | -54.0% | +56.9% | +10.7% |
| 1Y | +4.4% | -65.3% | +69.7% | +15.6% |
| 3Y | +22.2% | -62.6% | +84.8% | +33.0% |
| 5Y | +46.7% | -64.8% | +111.5% | +58.8% |
| 10Y | +155.3% | +45.1% | +110.3% | +141.6% |
| All | +1,034.8% | +3,334.4% | -2,299.7% | +824.6% |
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