+214.8%
SAP vs CSGP
+63.3%
+151.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.5% | -2.5% |
| 7D | -0.7% | +1.3% | -1.9% | -1.1% |
| 30D | +11.1% | +10.7% | +0.4% | +6.1% |
| 3M | +17.0% | +3.3% | +13.8% | +14.1% |
| 6M | +34.8% | -10.3% | +45.2% | +37.9% |
| YTD | -2.2% | -54.6% | +52.3% | +24.3% |
| 1Y | -6.4% | -54.6% | +48.2% | +18.8% |
| 3Y | +75.1% | -60.3% | +135.5% | +125.6% |
| 5Y | +69.8% | -63.3% | +133.1% | +118.4% |
| All | +214.8% | +63.3% | +151.5% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling