+510.2%
GEV vs CSGP
-68.5%
+578.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -4.0% |
| 7D | -13.2% | -3.2% | -10.0% | -13.3% |
| 30D | -20.6% | +2.2% | -22.8% | -20.6% |
| 3M | -19.5% | -3.7% | -15.9% | -19.6% |
| 6M | -23.3% | -7.4% | -15.8% | -22.8% |
| YTD | +22.2% | -54.9% | +77.1% | +39.8% |
| 1Y | +37.8% | -54.9% | +92.7% | +57.2% |
| All | +510.2% | -68.5% | +578.7% | +615.3% |
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