+654.4%
GOOG vs CSGP
+61.5%
+592.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | +2.4% | -3.2% | +5.6% | +3.4% |
| 30D | -18.1% | +2.2% | -20.3% | -19.8% |
| 3M | -19.9% | -3.7% | -16.2% | -20.5% |
| 6M | -28.2% | -7.4% | -20.7% | -28.5% |
| YTD | -9.0% | -54.9% | +45.9% | +15.4% |
| 1Y | -1.7% | -54.9% | +53.2% | +24.4% |
| 3Y | +114.5% | -61.9% | +176.5% | +179.1% |
| 5Y | +96.2% | -63.1% | +159.3% | +149.9% |
| 10Y | +654.4% | +65.1% | +589.2% | +448.4% |
| All | +654.4% | +61.5% | +592.9% | +448.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling