+77.6%
V vs CSGP
-58.5%
+136.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | +2.9% | +13.9% | -11.0% | +0.9% |
| 30D | +14.0% | +16.0% | -2.0% | +11.1% |
| 3M | +14.9% | +6.1% | +8.8% | +13.2% |
| 6M | +31.7% | -8.2% | +39.9% | +32.2% |
| YTD | +21.2% | -52.3% | +73.6% | +34.3% |
| 1Y | +25.3% | -54.5% | +79.8% | +39.9% |
| All | +77.6% | -58.5% | +136.0% | +99.1% |
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