+31.0%
O vs CSGP
-61.9%
+92.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -0.7% | -4.1% | +3.3% | -0.3% |
| 30D | -1.9% | +2.3% | -4.2% | -2.2% |
| 3M | +3.8% | -8.2% | +12.0% | +4.4% |
| 6M | -4.7% | -35.1% | +30.3% | -0.9% |
| YTD | +12.5% | -54.0% | +66.5% | +22.1% |
| 1Y | +10.8% | -65.3% | +76.1% | +26.2% |
| All | +31.0% | -61.9% | +92.9% | +44.9% |
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