+200.6%
W vs CSGP
+111.0%
+89.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.6% | -6.6% | -7.1% |
| 7D | -5.6% | +13.9% | -19.5% | -14.3% |
| 30D | +7.5% | +16.0% | -8.5% | -6.1% |
| 3M | +5.4% | +6.1% | -0.7% | -3.1% |
| 6M | +79.4% | -8.2% | +87.6% | +78.2% |
| YTD | +12.9% | -52.3% | +65.3% | +78.2% |
| 1Y | +12.4% | -54.5% | +66.9% | +83.1% |
| 3Y | +128.5% | -58.6% | +187.1% | +297.4% |
| 5Y | -54.0% | -61.5% | +7.5% | -12.2% |
| 10Y | +248.8% | +74.7% | +174.1% | +184.5% |
| All | +200.6% | +111.0% | +89.6% | +129.0% |
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 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