+62.4%
SAP vs CSGP
-61.9%
+124.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | -2.9% | -4.1% | +1.2% | -1.6% |
| 30D | +9.0% | +2.3% | +6.7% | +7.9% |
| 3M | +14.9% | -8.2% | +23.1% | +16.9% |
| 6M | +11.9% | -35.1% | +47.0% | +23.7% |
| YTD | -9.9% | -54.0% | +44.1% | +7.7% |
| 1Y | -19.5% | -65.3% | +45.8% | +2.4% |
| All | +62.4% | -61.9% | +124.3% | +102.6% |
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