+43.2%
TER vs CSGP
-53.2%
+96.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.8% | -4.6% |
| 7D | -19.9% | +18.3% | -38.2% | -11.4% |
| 30D | -43.5% | +17.8% | -61.3% | -36.5% |
| 3M | -37.8% | +9.3% | -47.0% | -32.0% |
| 6M | -25.6% | -7.9% | -17.6% | -19.0% |
| YTD | +29.8% | -51.5% | +81.4% | +24.8% |
| 1Y | +43.2% | -53.3% | +96.5% | +39.7% |
| All | +43.2% | -53.2% | +96.4% | +39.7% |
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