+185.1%
B vs CSGP
+71.3%
+113.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +4.3% | +13.9% | -9.6% | +3.3% |
| 30D | -0.9% | +16.0% | -16.9% | -2.3% |
| 3M | -1.4% | +6.1% | -7.4% | -2.2% |
| 6M | +5.0% | -8.2% | +13.2% | +5.2% |
| YTD | -5.8% | -52.3% | +46.5% | +0.2% |
| 1Y | +25.6% | -54.5% | +80.1% | +34.3% |
| 3Y | +161.6% | -58.6% | +220.2% | +179.9% |
| 5Y | +135.2% | -61.5% | +196.7% | +152.6% |
| All | +185.1% | +71.3% | +113.8% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling