+53.4%
T vs CSGP
-63.4%
+116.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.3% |
| 7D | +1.0% | +1.3% | -0.2% | +0.8% |
| 30D | -10.6% | +10.7% | -21.3% | -11.8% |
| 3M | -7.7% | +3.3% | -11.0% | -8.3% |
| 6M | -13.3% | -10.3% | -3.0% | -12.8% |
| YTD | -8.8% | -54.6% | +45.8% | -2.2% |
| 1Y | -8.4% | -54.6% | +46.2% | -1.8% |
| 3Y | +59.6% | -60.3% | +120.0% | +72.1% |
| All | +53.4% | -63.4% | +116.8% | +70.2% |
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