+118.0%
GOOG vs CSGP
-60.4%
+178.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.2% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | -18.3% | +10.7% | -29.0% | -19.7% |
| 3M | -20.3% | +3.3% | -23.6% | -21.1% |
| 6M | -28.1% | -10.3% | -17.7% | -27.6% |
| YTD | -9.3% | -54.6% | +45.2% | +1.9% |
| 1Y | -0.2% | -54.6% | +54.4% | +12.1% |
| 3Y | +118.0% | -60.3% | +178.4% | +149.2% |
| All | +118.0% | -60.4% | +178.5% | +149.2% |
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