-3.5%
IR vs CSGP
-64.9%
+61.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.3% |
| 7D | -2.8% | -4.1% | +1.2% | -2.7% |
| 30D | -15.1% | +2.3% | -17.5% | -15.1% |
| 3M | +6.1% | -8.2% | +14.2% | +5.9% |
| 6M | -16.8% | -35.1% | +18.3% | -15.9% |
| YTD | -3.5% | -54.0% | +50.5% | -0.2% |
| 1Y | -3.5% | -65.3% | +61.8% | +7.8% |
| All | -3.5% | -64.9% | +61.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling