+89.1%
U vs CSGP
-58.5%
+147.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -1.6% | +16.6% | +15.7% |
| 7D | +24.3% | +13.9% | +10.4% | +16.7% |
| 30D | +8.6% | +16.0% | -7.4% | -1.1% |
| 3M | +37.6% | +6.1% | +31.5% | +30.0% |
| 6M | +78.5% | -8.2% | +86.7% | +79.8% |
| YTD | +10.5% | -52.3% | +62.8% | +63.2% |
| 1Y | +15.2% | -54.5% | +69.7% | +74.5% |
| All | +89.1% | -58.5% | +147.6% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling