+3,083.8%
LOW vs CSGP
+3,461.1%
-377.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +9.6% | +13.9% | -4.3% | +6.4% |
| 30D | +24.5% | +16.0% | +8.5% | +19.9% |
| 3M | +4.0% | +6.1% | -2.1% | +1.9% |
| 6M | +2.2% | -8.2% | +10.3% | +3.0% |
| YTD | -3.7% | -52.3% | +48.6% | +11.6% |
| 1Y | -0.9% | -54.5% | +53.6% | +15.9% |
| 3Y | +23.8% | -58.6% | +82.4% | +46.1% |
| 5Y | +6.6% | -61.5% | +68.1% | +25.6% |
| 10Y | +314.4% | +74.7% | +239.7% | +249.3% |
| All | +3,083.8% | +3,461.1% | -377.3% | +1,351.4% |
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