+44.5%
F vs CSGP
-58.5%
+103.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +1.4% | +13.9% | -12.5% | -0.6% |
| 30D | +2.0% | +16.0% | -14.0% | -0.8% |
| 3M | -10.4% | +6.1% | -16.5% | -11.7% |
| 6M | +9.7% | -8.2% | +17.9% | +10.4% |
| YTD | -1.2% | -52.3% | +51.1% | +17.8% |
| 1Y | 0.0% | -54.5% | +54.5% | +21.1% |
| All | +44.5% | -58.5% | +103.0% | +66.3% |
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