+18.4%
U vs CSGP
-53.2%
+71.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +3.6% |
| 7D | +7.5% | +18.3% | -10.8% | +1.6% |
| 30D | -7.0% | +17.8% | -24.8% | -13.8% |
| 3M | +20.6% | +9.3% | +11.3% | +14.4% |
| 6M | +53.2% | -7.9% | +61.1% | +55.7% |
| YTD | -3.9% | -51.5% | +47.7% | +32.0% |
| 1Y | +18.4% | -53.3% | +71.7% | +68.3% |
| All | +18.4% | -53.2% | +71.6% | +68.3% |
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