+145.6%
W vs CSGP
-58.5%
+204.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.6% | -6.6% | -7.5% |
| 7D | -5.6% | +13.9% | -19.5% | -11.3% |
| 30D | +7.5% | +16.0% | -8.5% | -1.8% |
| 3M | +5.4% | +6.1% | -0.7% | 0.0% |
| 6M | +79.4% | -8.2% | +87.6% | +80.9% |
| YTD | +12.9% | -52.3% | +65.3% | +69.7% |
| 1Y | +12.4% | -54.5% | +66.9% | +74.4% |
| All | +145.6% | -58.5% | +204.1% | +291.0% |
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