+119.0%
GOOGL vs CSGP
-58.5%
+177.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -0.4% | +13.9% | -14.3% | -1.8% |
| 30D | -18.7% | +16.0% | -34.7% | -20.6% |
| 3M | -22.0% | +6.1% | -28.1% | -22.9% |
| 6M | -27.2% | -8.2% | -19.0% | -26.7% |
| YTD | -9.5% | -52.3% | +42.8% | +1.1% |
| 1Y | -0.4% | -54.5% | +54.1% | +12.4% |
| All | +119.0% | -58.5% | +177.5% | +149.5% |
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