-39.0%
U vs CSGP
-63.0%
+23.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.9% |
| 7D | -3.8% | -4.1% | +0.3% | -0.7% |
| 30D | +17.5% | +2.3% | +15.1% | +13.9% |
| 3M | +38.7% | -8.2% | +46.9% | +44.1% |
| 6M | +104.4% | -35.1% | +139.5% | +178.6% |
| YTD | -5.7% | -54.0% | +48.3% | +70.4% |
| 1Y | +3.7% | -65.3% | +69.0% | +137.3% |
| 3Y | +12.3% | -62.6% | +74.9% | +126.4% |
| 5Y | -68.8% | -64.8% | -4.0% | -38.3% |
| All | -39.0% | -63.0% | +23.9% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling