+53.9%
F vs CSGP
-64.7%
+118.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | +5.3% | -4.1% | +9.4% | +6.5% |
| 30D | +4.6% | +2.3% | +2.3% | +3.7% |
| 3M | -3.7% | -8.2% | +4.5% | -2.1% |
| 6M | +16.8% | -35.1% | +51.9% | +31.9% |
| YTD | +15.3% | -54.0% | +69.3% | +45.6% |
| 1Y | +31.0% | -65.3% | +96.3% | +84.5% |
| 3Y | +45.4% | -62.6% | +108.0% | +93.2% |
| All | +53.9% | -64.7% | +118.7% | +89.9% |
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