+5.5%
SO vs CSGP
-53.9%
+59.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.3% |
| 7D | +0.4% | +13.9% | -13.5% | -0.1% |
| 30D | +9.2% | +16.0% | -6.8% | +9.1% |
| 3M | +1.1% | +6.1% | -5.0% | +1.0% |
| 6M | -1.1% | -8.2% | +7.1% | -1.6% |
| YTD | +9.7% | -52.3% | +62.0% | +7.3% |
| 1Y | +5.5% | -54.5% | +60.0% | +3.6% |
| All | +5.5% | -53.9% | +59.3% | +3.6% |
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