+13.6%
TER vs CSGP
-53.9%
+67.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -16.1% |
| 7D | -28.2% | +13.9% | -42.1% | -22.3% |
| 30D | -50.6% | +16.0% | -66.6% | -44.9% |
| 3M | -45.3% | +6.1% | -51.4% | -41.3% |
| 6M | -40.4% | -8.2% | -32.2% | -35.7% |
| YTD | +10.0% | -52.3% | +62.4% | +3.5% |
| 1Y | +13.6% | -54.5% | +68.1% | +8.2% |
| All | +13.6% | -53.9% | +67.5% | +8.2% |
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 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