+460.0%
SAP vs CSGP
+3,334.4%
-2,874.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.2% |
| 7D | -2.9% | -4.1% | +1.2% | -1.8% |
| 30D | +9.0% | +2.3% | +6.7% | +8.1% |
| 3M | +14.9% | -8.2% | +23.1% | +17.4% |
| 6M | +11.9% | -35.1% | +47.0% | +25.3% |
| YTD | -9.9% | -54.0% | +44.1% | +9.9% |
| 1Y | -19.5% | -65.3% | +45.8% | +5.5% |
| 3Y | +61.8% | -62.6% | +124.4% | +103.8% |
| 5Y | +56.2% | -64.8% | +121.0% | +96.0% |
| 10Y | +180.6% | +45.1% | +135.5% | +137.8% |
| All | +460.0% | +3,334.4% | -2,874.4% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling