-50.3%
TEAM vs CSGP
-64.7%
+14.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -0.9% |
| 7D | -0.4% | -4.1% | +3.6% | +2.6% |
| 30D | +67.3% | +2.3% | +65.0% | +64.3% |
| 3M | +86.8% | -8.2% | +94.9% | +97.8% |
| 6M | +146.8% | -35.1% | +181.9% | +234.4% |
| YTD | +16.9% | -54.0% | +71.0% | +97.7% |
| 1Y | +12.8% | -65.3% | +78.1% | +133.2% |
| 3Y | -7.3% | -62.6% | +55.3% | +69.6% |
| All | -50.3% | -64.7% | +14.4% | -17.9% |
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