+82.7%
SAP vs CSGP
-58.5%
+141.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +4.0% | +13.9% | -9.9% | 0.0% |
| 30D | +15.7% | +16.0% | -0.3% | +9.5% |
| 3M | +23.4% | +6.1% | +17.3% | +19.7% |
| 6M | +41.3% | -8.2% | +49.4% | +42.1% |
| YTD | +2.0% | -52.3% | +54.3% | +19.9% |
| 1Y | -5.1% | -54.5% | +49.4% | +12.7% |
| All | +82.7% | -58.5% | +141.2% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling