+9.8%
LOW vs CSGP
-64.7%
+74.5%
-33.9%
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% | +1.9% |
| 7D | -1.7% | -4.1% | +2.3% | -0.7% |
| 30D | -7.0% | +2.3% | -9.4% | -7.8% |
| 3M | -0.9% | -8.2% | +7.3% | +0.7% |
| 6M | -20.1% | -35.1% | +15.0% | -11.3% |
| YTD | -13.9% | -54.0% | +40.1% | +4.1% |
| 1Y | -21.1% | -65.3% | +44.2% | +3.7% |
| 3Y | -6.6% | -62.6% | +55.9% | +17.4% |
| All | +9.8% | -64.7% | +74.5% | +30.5% |
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