-67.9%
U vs CSGP
-62.1%
-5.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -1.6% | +16.6% | +16.1% |
| 7D | +24.3% | +13.9% | +10.4% | +12.1% |
| 30D | +8.6% | +16.0% | -7.4% | -6.6% |
| 3M | +37.6% | +6.1% | +31.5% | +24.9% |
| 6M | +78.5% | -8.2% | +86.7% | +77.2% |
| YTD | +10.5% | -52.3% | +62.8% | +91.7% |
| 1Y | +15.2% | -54.5% | +69.7% | +107.1% |
| 3Y | +76.6% | -58.6% | +135.1% | +216.9% |
| 5Y | -67.9% | -61.5% | -6.4% | -42.1% |
| All | -67.9% | -62.1% | -5.8% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling