+18.2%
TER vs CSGP
-56.4%
+74.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | -0.1% |
| 7D | -20.5% | +1.3% | -21.7% | -19.6% |
| 30D | -47.0% | +10.7% | -57.7% | -42.3% |
| 3M | -43.3% | +3.3% | -46.6% | -39.9% |
| 6M | -42.9% | -10.3% | -32.6% | -39.7% |
| YTD | +12.9% | -54.6% | +67.4% | +2.1% |
| 1Y | +18.2% | -54.6% | +72.8% | +7.4% |
| All | +18.2% | -56.4% | +74.6% | +7.4% |
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