+3,309.9%
V vs CSGP
+696.9%
+2,613.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | +2.9% | +13.9% | -11.0% | -2.0% |
| 30D | +14.0% | +16.0% | -2.0% | +6.8% |
| 3M | +14.9% | +6.1% | +8.8% | +10.5% |
| 6M | +31.7% | -8.2% | +39.9% | +32.7% |
| YTD | +21.2% | -52.3% | +73.6% | +53.9% |
| 1Y | +25.3% | -54.5% | +79.8% | +61.6% |
| 3Y | +77.5% | -58.6% | +136.1% | +128.4% |
| 5Y | +102.6% | -61.5% | +164.1% | +158.4% |
| 10Y | +464.3% | +74.7% | +389.7% | +268.8% |
| All | +3,309.9% | +696.9% | +2,613.0% | +877.9% |
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