-7.4%
T vs CSGP
-55.2%
+47.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | -7.1% | +9.1% | +3.0% |
| 30D | -1.0% | +3.6% | -4.6% | -1.3% |
| 3M | -8.1% | -2.7% | -5.4% | -7.9% |
| 6M | -8.3% | -8.1% | -0.2% | -8.6% |
| YTD | -6.1% | -55.0% | +48.9% | -8.2% |
| 1Y | -7.4% | -55.8% | +48.4% | -9.3% |
| All | -7.4% | -55.2% | +47.8% | -9.3% |
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