-0.2%
W vs CSGP
-55.9%
+55.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -1.7% | -6.1% | +4.4% | -0.6% |
| 30D | +3.2% | +0.3% | +2.9% | +2.8% |
| 3M | +8.3% | -1.3% | +9.6% | +8.1% |
| 6M | +84.3% | -8.9% | +93.2% | +83.1% |
| YTD | +11.0% | -55.2% | +66.3% | +19.5% |
| 1Y | -0.2% | -56.4% | +56.2% | +7.7% |
| All | -0.2% | -55.9% | +55.7% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling