+11.9%
IR vs CSGP
-61.9%
+73.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | -2.8% | -4.1% | +1.2% | -2.1% |
| 30D | -15.1% | +2.3% | -17.5% | -15.7% |
| 3M | +6.1% | -8.2% | +14.2% | +7.3% |
| 6M | -16.8% | -35.1% | +18.3% | -9.1% |
| YTD | -3.5% | -54.0% | +50.5% | +14.5% |
| 1Y | -3.5% | -65.3% | +61.8% | +25.8% |
| All | +11.9% | -61.9% | +73.8% | +40.7% |
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