+96.9%
PSX vs CSGP
-53.2%
+150.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -4.6% |
| 7D | -5.2% | +18.3% | -23.5% | -5.6% |
| 30D | -3.7% | +17.8% | -21.5% | -4.3% |
| 3M | +26.8% | +9.3% | +17.5% | +26.1% |
| 6M | +47.3% | -7.9% | +55.2% | +46.0% |
| YTD | +105.4% | -51.5% | +157.0% | +96.1% |
| 1Y | +96.9% | -53.3% | +150.2% | +88.7% |
| All | +96.9% | -53.2% | +150.1% | +88.7% |
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 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