+331.4%
IR vs CSGP
+29.2%
+302.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.7% |
| 7D | +11.6% | +18.3% | -6.7% | +5.8% |
| 30D | +7.2% | +17.8% | -10.6% | +0.4% |
| 3M | -5.9% | +9.3% | -15.1% | -10.2% |
| 6M | +11.5% | -7.9% | +19.4% | +11.5% |
| YTD | +6.3% | -51.5% | +57.9% | +31.3% |
| 1Y | +9.1% | -53.3% | +62.4% | +36.4% |
| 3Y | +29.2% | -57.9% | +87.1% | +63.5% |
| 5Y | +48.2% | -61.3% | +109.5% | +88.7% |
| All | +331.4% | +29.2% | +302.2% | +226.5% |
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 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