+32.8%
NET vs CSGP
-64.9%
+97.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.3% |
| 7D | -7.0% | -4.1% | -2.9% | -5.9% |
| 30D | -4.8% | +2.3% | -7.1% | -5.6% |
| 3M | +3.8% | -8.2% | +12.0% | +5.6% |
| 6M | +50.0% | -35.1% | +85.1% | +61.2% |
| YTD | +41.5% | -54.0% | +95.5% | +60.0% |
| 1Y | +32.8% | -65.3% | +98.1% | +55.0% |
| All | +32.8% | -64.9% | +97.8% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling