+1,778.4%
SO vs CSGP
+3,334.4%
-1,556.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -0.2% | -4.1% | +3.9% | +0.1% |
| 30D | -4.6% | +2.3% | -6.9% | -4.8% |
| 3M | -3.0% | -8.2% | +5.1% | -2.6% |
| 6M | -8.3% | -35.1% | +26.8% | -5.7% |
| YTD | +3.5% | -54.0% | +57.6% | +8.8% |
| 1Y | -0.9% | -65.3% | +64.4% | +6.2% |
| 3Y | +45.4% | -62.6% | +107.9% | +54.0% |
| 5Y | +59.6% | -64.8% | +124.4% | +68.5% |
| 10Y | +156.6% | +45.1% | +111.5% | +148.5% |
| All | +1,778.4% | +3,334.4% | -1,556.1% | +1,529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling