+3.7%
SO vs CSGP
-53.2%
+57.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.8% |
| 7D | +1.7% | +18.3% | -16.6% | +1.1% |
| 30D | +11.1% | +17.8% | -6.7% | +10.9% |
| 3M | +0.7% | +9.3% | -8.6% | +0.5% |
| 6M | -1.4% | -7.9% | +6.5% | -2.0% |
| YTD | +9.4% | -51.5% | +61.0% | +6.7% |
| 1Y | +3.7% | -53.3% | +57.1% | +1.3% |
| All | +3.7% | -53.2% | +57.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling