+236.6%
SAP vs CSGP
+65.8%
+170.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.6% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +6.5% | +2.8% | +3.7% | +4.5% |
| 3M | +12.2% | -6.3% | +18.6% | +13.3% |
| 6M | +46.1% | -3.2% | +49.2% | +45.6% |
| YTD | -1.6% | -54.0% | +52.3% | +24.6% |
| 1Y | -5.1% | -54.8% | +49.7% | +20.7% |
| 3Y | +68.4% | -60.6% | +128.9% | +117.6% |
| 5Y | +79.4% | -62.6% | +142.1% | +129.5% |
| All | +236.6% | +65.8% | +170.8% | +172.5% |
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