+15.2%
U vs CSGP
-53.9%
+69.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -1.6% | +16.6% | +15.4% |
| 7D | +24.3% | +13.9% | +10.4% | +19.0% |
| 30D | +8.6% | +16.0% | -7.4% | +1.3% |
| 3M | +37.6% | +6.1% | +31.5% | +32.1% |
| 6M | +78.5% | -8.2% | +86.7% | +80.5% |
| YTD | +10.5% | -52.3% | +62.8% | +47.5% |
| 1Y | +15.2% | -54.5% | +69.7% | +58.2% |
| All | +15.2% | -53.9% | +69.1% | +58.2% |
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