-54.2%
W vs CSGP
-63.4%
+9.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.2% | +1.9% |
| 7D | -3.6% | +1.3% | -4.9% | -4.5% |
| 30D | +7.0% | +10.7% | -3.7% | -4.2% |
| 3M | +7.4% | +3.3% | +4.1% | -0.2% |
| 6M | +69.3% | -10.3% | +79.6% | +70.8% |
| YTD | +11.3% | -54.6% | +65.8% | +95.0% |
| 1Y | +13.2% | -54.6% | +67.9% | +97.1% |
| 3Y | +142.0% | -60.3% | +202.4% | +359.6% |
| All | -54.2% | -63.4% | +9.2% | -6.6% |
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