+136.0%
GOOG vs CSGP
-66.4%
+202.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -2.0% | -0.1% | -1.8% | -2.2% |
| 3M | -5.9% | -6.7% | +0.8% | -4.8% |
| 6M | +8.9% | -32.8% | +41.7% | +20.4% |
| YTD | +7.1% | -54.7% | +61.8% | +32.1% |
| 1Y | +39.7% | -65.0% | +104.7% | +87.3% |
| 3Y | +145.8% | -63.0% | +208.9% | +213.5% |
| All | +136.0% | -66.4% | +202.5% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling