-11.4%
F vs CSGP
-62.1%
+50.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +1.4% | +13.9% | -12.5% | -2.2% |
| 30D | +2.0% | +16.0% | -14.0% | -3.0% |
| 3M | -10.4% | +6.1% | -16.5% | -12.9% |
| 6M | +9.7% | -8.2% | +17.9% | +10.1% |
| YTD | -1.2% | -52.3% | +51.1% | +23.3% |
| 1Y | 0.0% | -54.5% | +54.5% | +27.0% |
| 3Y | +41.1% | -58.6% | +99.7% | +80.5% |
| 5Y | -11.4% | -61.5% | +50.1% | +4.4% |
| All | -11.4% | -62.1% | +50.6% | +4.4% |
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