+21.1%
SGOV vs CSGP
-52.5%
+73.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | 0.0% |
| 7D | +0.1% | +1.3% | -1.3% | +0.1% |
| 30D | +0.3% | +2.8% | -2.5% | +0.3% |
| 3M | +1.0% | -6.3% | +7.3% | +1.0% |
| 6M | +1.9% | -3.2% | +5.1% | +1.9% |
| YTD | +3.2% | -54.0% | +57.2% | +3.2% |
| 1Y | +3.8% | -54.8% | +58.6% | +3.7% |
| 3Y | +14.1% | -60.6% | +74.7% | +14.1% |
| 5Y | +21.0% | -62.6% | +83.6% | +21.0% |
| All | +21.1% | -52.5% | +73.6% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling