+53.4%
T vs CSGP
-62.1%
+115.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +4.3% | +13.9% | -9.6% | +2.5% |
| 30D | -9.7% | +16.0% | -25.7% | -11.4% |
| 3M | -4.3% | +6.1% | -10.4% | -5.2% |
| 6M | -13.7% | -8.2% | -5.5% | -13.5% |
| YTD | -8.0% | -52.3% | +44.4% | -1.9% |
| 1Y | -6.9% | -54.5% | +47.6% | -0.3% |
| 3Y | +59.7% | -58.6% | +118.3% | +71.3% |
| 5Y | +53.4% | -61.5% | +114.9% | +69.8% |
| All | +53.4% | -62.1% | +115.5% | +69.8% |
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