+8.0%
U vs CSGP
-61.9%
+69.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.3% |
| 7D | -3.8% | -4.1% | +0.3% | -1.7% |
| 30D | +17.5% | +2.3% | +15.1% | +15.2% |
| 3M | +38.7% | -8.2% | +46.9% | +43.1% |
| 6M | +104.4% | -35.1% | +139.5% | +157.6% |
| YTD | -5.7% | -54.0% | +48.3% | +45.3% |
| 1Y | +3.7% | -65.3% | +69.0% | +90.0% |
| All | +8.0% | -61.9% | +69.9% | +74.8% |
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