+99.1%
V vs CSGP
-63.4%
+162.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +1.1% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +13.6% | +10.7% | +2.9% | +10.3% |
| 3M | +14.3% | +3.3% | +11.0% | +12.4% |
| 6M | +33.1% | -10.3% | +43.4% | +34.7% |
| YTD | +21.2% | -54.6% | +75.8% | +44.0% |
| 1Y | +26.4% | -54.6% | +81.1% | +50.0% |
| 3Y | +77.6% | -60.3% | +137.9% | +112.1% |
| All | +99.1% | -63.4% | +162.5% | +147.4% |
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