+77.0%
SO vs CSGP
-63.4%
+140.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.7% |
| 7D | -1.5% | +1.3% | -2.7% | -1.6% |
| 30D | +8.1% | +10.7% | -2.6% | +7.1% |
| 3M | +0.2% | +3.3% | -3.1% | -0.3% |
| 6M | +0.4% | -10.3% | +10.7% | +0.8% |
| YTD | +8.5% | -54.6% | +63.1% | +14.8% |
| 1Y | +4.9% | -54.6% | +59.6% | +11.0% |
| 3Y | +47.9% | -60.3% | +108.2% | +56.8% |
| All | +77.0% | -63.4% | +140.4% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling