+46.9%
IR vs CSGP
-63.2%
+110.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | -7.1% | +8.2% | +2.9% |
| 30D | +7.6% | +3.6% | +4.0% | +5.4% |
| 3M | +0.1% | -2.7% | +2.8% | -0.7% |
| 6M | +14.0% | -8.1% | +22.0% | +14.0% |
| YTD | +7.5% | -55.0% | +62.5% | +33.6% |
| 1Y | +10.1% | -55.8% | +65.9% | +37.6% |
| 3Y | +24.9% | -62.0% | +86.9% | +60.6% |
| 5Y | +46.9% | -62.9% | +109.8% | +98.5% |
| All | +46.9% | -63.2% | +110.1% | +98.5% |
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 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