+48.4%
IR vs CSGP
-64.7%
+113.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.0% |
| 7D | -2.8% | -4.1% | +1.2% | -1.7% |
| 30D | -15.1% | +2.3% | -17.5% | -16.0% |
| 3M | +6.1% | -8.2% | +14.2% | +7.7% |
| 6M | -16.8% | -35.1% | +18.3% | -6.2% |
| YTD | -3.5% | -54.0% | +50.5% | +20.7% |
| 1Y | -3.5% | -65.3% | +61.8% | +34.0% |
| 3Y | +9.5% | -62.6% | +72.0% | +43.6% |
| All | +48.4% | -64.7% | +113.1% | +84.8% |
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 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