+119.5%
GOOG vs CSGP
-61.8%
+181.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.2% | -7.1% | +8.2% | +1.9% |
| 30D | -16.7% | +3.6% | -20.3% | -17.5% |
| 3M | -15.2% | -2.7% | -12.5% | -15.4% |
| 6M | -24.8% | -8.0% | -16.7% | -24.6% |
| YTD | -7.2% | -55.0% | +47.8% | +4.3% |
| 1Y | -0.1% | -55.8% | +55.6% | +12.6% |
| All | +119.5% | -61.8% | +181.3% | +157.4% |
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 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