-54.0%
W vs CSGP
-62.1%
+8.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.6% | -6.6% | -7.1% |
| 7D | -5.6% | +13.9% | -19.5% | -14.5% |
| 30D | +7.5% | +16.0% | -8.5% | -6.8% |
| 3M | +5.4% | +6.1% | -0.7% | -3.6% |
| 6M | +79.4% | -8.2% | +87.6% | +78.5% |
| YTD | +12.9% | -52.3% | +65.3% | +91.3% |
| 1Y | +12.4% | -54.5% | +66.9% | +97.8% |
| 3Y | +128.5% | -58.6% | +187.1% | +321.8% |
| 5Y | -54.0% | -61.5% | +7.5% | -9.6% |
| All | -54.0% | -62.1% | +8.1% | -9.6% |
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