-37.9%
U vs CSGP
-61.0%
+23.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +2.0% |
| 7D | +7.5% | +18.3% | -10.8% | -5.4% |
| 30D | -7.0% | +17.8% | -24.8% | -20.5% |
| 3M | +20.6% | +9.3% | +11.3% | +7.5% |
| 6M | +53.2% | -7.9% | +61.1% | +52.3% |
| YTD | -3.9% | -51.5% | +47.7% | +61.4% |
| 1Y | +18.4% | -53.3% | +71.7% | +104.1% |
| 3Y | +53.6% | -57.9% | +111.5% | +170.2% |
| 5Y | -72.0% | -61.3% | -10.7% | -49.4% |
| All | -37.9% | -61.0% | +23.1% | +1.7% |
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