+593.0%
BE vs CSGP
-28.7%
+621.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.2% | -7.3% | -11.1% |
| 7D | -14.7% | +1.3% | -16.0% | -15.2% |
| 30D | -40.5% | +10.7% | -51.2% | -44.6% |
| 3M | -24.3% | +3.3% | -27.6% | -28.4% |
| 6M | -39.3% | -10.3% | -29.0% | -41.3% |
| YTD | +99.4% | -54.6% | +153.9% | +172.3% |
| 1Y | +26.6% | -54.6% | +81.2% | +72.2% |
| 3Y | +1,616.9% | -60.3% | +1,677.3% | +2,314.9% |
| 5Y | +441.4% | -63.3% | +504.7% | +688.6% |
| All | +593.0% | -28.7% | +621.7% | +504.7% |
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