-5.9%
SAP vs CSGP
-53.2%
+47.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +2.9% |
| 7D | +1.3% | +18.3% | -17.0% | -4.5% |
| 30D | +15.5% | +17.8% | -2.2% | +7.5% |
| 3M | +22.8% | +9.3% | +13.5% | +17.0% |
| 6M | +42.5% | -7.9% | +50.4% | +42.0% |
| YTD | +0.5% | -51.5% | +52.1% | +16.8% |
| 1Y | -5.9% | -53.3% | +47.4% | +10.8% |
| All | -5.9% | -53.2% | +47.3% | +10.8% |
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 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