+120.7%
GOOGL vs CSGP
-60.4%
+181.2%
-30.6%
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 | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | -18.8% | +10.7% | -29.4% | -20.2% |
| 3M | -20.3% | +3.3% | -23.6% | -21.1% |
| 6M | -28.4% | -10.3% | -18.0% | -27.9% |
| YTD | -8.8% | -54.6% | +45.7% | +2.4% |
| 1Y | +0.3% | -54.6% | +54.9% | +12.6% |
| 3Y | +120.7% | -60.3% | +181.1% | +152.6% |
| All | +120.7% | -60.4% | +181.2% | +152.6% |
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