+200.4%
SE vs CSGP
-61.9%
+262.3%
-60.2%
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% | -0.4% |
| 7D | -6.1% | -4.1% | -2.0% | -5.2% |
| 30D | -2.5% | +2.3% | -4.8% | -3.2% |
| 3M | +21.7% | -8.2% | +29.9% | +23.2% |
| 6M | +27.0% | -35.1% | +62.1% | +39.5% |
| YTD | -12.1% | -54.0% | +41.9% | +4.3% |
| 1Y | -40.9% | -65.3% | +24.4% | -25.3% |
| All | +200.4% | -61.9% | +262.3% | +293.7% |
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