-40.4%
TER vs CSGP
-9.0%
-31.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -16.6% |
| 7D | -28.2% | +13.9% | -42.1% | -19.3% |
| 30D | -50.6% | +16.0% | -66.6% | -40.9% |
| 3M | -45.3% | +6.1% | -51.4% | -39.2% |
| 6M | -40.4% | -8.2% | -32.2% | -38.7% |
| All | -40.4% | -9.0% | -31.4% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling