+72.2%
V vs CSGP
-64.7%
+136.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.4% |
| 7D | -1.7% | -4.1% | +2.4% | -0.7% |
| 30D | +2.0% | +2.3% | -0.4% | +1.1% |
| 3M | +17.4% | -8.2% | +25.5% | +19.1% |
| 6M | +17.5% | -35.1% | +52.6% | +29.7% |
| YTD | +7.6% | -54.0% | +61.6% | +29.1% |
| 1Y | +7.7% | -65.3% | +73.0% | +39.8% |
| 3Y | +54.7% | -62.6% | +117.2% | +91.0% |
| All | +72.2% | -64.7% | +136.9% | +126.4% |
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 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