+322.4%
NET vs CSGP
-57.8%
+380.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -3.5% |
| 7D | -16.4% | +18.3% | -34.7% | -20.2% |
| 30D | -25.8% | +17.8% | -43.6% | -30.2% |
| 3M | -11.5% | +9.3% | -20.8% | -15.1% |
| 6M | +18.9% | -7.9% | +26.8% | +20.7% |
| YTD | +35.2% | -51.5% | +86.8% | +67.0% |
| 1Y | +14.5% | -53.3% | +67.8% | +43.0% |
| All | +322.4% | -57.8% | +380.2% | +378.7% |
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