+163.6%
W vs CSGP
+103.4%
+60.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +4.3% |
| 7D | -4.2% | -4.1% | -0.1% | -1.3% |
| 30D | -7.6% | +2.3% | -9.9% | -10.1% |
| 3M | +37.2% | -8.2% | +45.3% | +41.8% |
| 6M | +26.3% | -35.1% | +61.4% | +66.7% |
| YTD | -1.0% | -54.0% | +53.1% | +65.2% |
| 1Y | +20.1% | -65.3% | +85.4% | +149.6% |
| 3Y | +37.8% | -62.6% | +100.4% | +167.1% |
| 5Y | -63.7% | -64.8% | +1.2% | -24.6% |
| 10Y | +156.3% | +45.1% | +111.2% | +135.4% |
| All | +163.6% | +103.4% | +60.2% | +112.4% |
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