+56.4%
V vs CSGP
-61.9%
+118.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.6% |
| 7D | -1.7% | -4.1% | +2.4% | -1.1% |
| 30D | +2.0% | +2.3% | -0.4% | +1.4% |
| 3M | +17.4% | -8.2% | +25.5% | +18.4% |
| 6M | +17.5% | -35.1% | +52.6% | +24.9% |
| YTD | +7.6% | -54.0% | +61.6% | +20.7% |
| 1Y | +7.7% | -65.3% | +73.0% | +27.3% |
| All | +56.4% | -61.9% | +118.3% | +80.7% |
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 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