+7.5%
F vs CSGP
+3,520.0%
-3,512.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +2.1% |
| 7D | +6.0% | +18.3% | -12.3% | +2.2% |
| 30D | +4.3% | +17.8% | -13.5% | 0.0% |
| 3M | -10.1% | +9.3% | -19.3% | -12.5% |
| 6M | +12.8% | -7.9% | +20.7% | +12.7% |
| YTD | -0.1% | -51.5% | +51.5% | +13.7% |
| 1Y | +3.7% | -53.3% | +57.0% | +18.9% |
| 3Y | +42.7% | -57.9% | +100.6% | +65.8% |
| 5Y | -11.0% | -61.3% | +50.3% | +4.1% |
| 10Y | +87.0% | +77.5% | +9.5% | +56.4% |
| All | +7.5% | +3,520.0% | -3,512.5% | -51.0% |
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