+77.2%
SAP vs CSGP
-62.1%
+139.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +4.0% | +13.9% | -9.9% | -0.4% |
| 30D | +15.7% | +16.0% | -0.3% | +9.0% |
| 3M | +23.4% | +6.1% | +17.3% | +19.3% |
| 6M | +41.3% | -8.2% | +49.4% | +42.9% |
| YTD | +2.0% | -52.3% | +54.3% | +25.3% |
| 1Y | -5.1% | -54.5% | +49.4% | +18.2% |
| 3Y | +82.1% | -58.6% | +140.7% | +126.1% |
| 5Y | +77.2% | -61.5% | +138.7% | +116.4% |
| All | +77.2% | -62.1% | +139.2% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling