+302.5%
PSX vs CSGP
-62.5%
+365.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | +7.8% | +1.3% | +6.5% | +7.6% |
| 30D | -10.9% | +2.8% | -13.7% | -11.6% |
| 3M | +14.5% | -6.3% | +20.8% | +14.8% |
| 6M | +56.1% | -3.2% | +59.3% | +55.4% |
| YTD | +109.6% | -54.0% | +163.5% | +131.3% |
| 1Y | +95.5% | -54.8% | +150.3% | +116.4% |
| 3Y | +156.2% | -60.6% | +216.8% | +187.8% |
| All | +302.5% | -62.5% | +365.0% | +386.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling