+291.3%
IR vs CSGP
+22.6%
+268.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | -2.8% | -4.1% | +1.2% | -1.5% |
| 30D | -15.1% | +2.3% | -17.5% | -16.2% |
| 3M | +6.1% | -8.2% | +14.2% | +7.8% |
| 6M | -16.8% | -35.1% | +18.3% | -5.1% |
| YTD | -3.5% | -54.0% | +50.5% | +22.8% |
| 1Y | -3.5% | -65.3% | +61.8% | +36.5% |
| 3Y | +9.5% | -62.6% | +72.0% | +46.4% |
| 5Y | +45.1% | -64.8% | +109.9% | +93.1% |
| All | +291.3% | +22.6% | +268.7% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling