+29.4%
LOW vs CSGP
-59.5%
+89.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.8% |
| 7D | +6.4% | -1.8% | +8.2% | +6.9% |
| 30D | +25.6% | +5.3% | +20.3% | +23.7% |
| 3M | +4.6% | +3.3% | +1.3% | +3.1% |
| 6M | +2.5% | -4.7% | +7.2% | +2.4% |
| YTD | -1.6% | -53.5% | +51.9% | +15.0% |
| 1Y | +1.7% | -53.7% | +55.5% | +18.9% |
| 3Y | +29.4% | -59.7% | +89.2% | +49.7% |
| All | +29.4% | -59.5% | +89.0% | +49.7% |
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