+52.0%
CCI vs CSGP
+63.3%
-11.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -1.4% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | +28.4% | +10.7% | +17.7% | +23.5% |
| 3M | +20.0% | +3.3% | +16.7% | +17.2% |
| 6M | +0.8% | -10.3% | +11.1% | +1.9% |
| YTD | +3.6% | -54.6% | +58.2% | +25.4% |
| 1Y | +6.1% | -54.6% | +60.7% | +28.2% |
| 3Y | +7.2% | -60.3% | +67.5% | +31.0% |
| 5Y | -37.0% | -63.3% | +26.3% | -22.8% |
| All | +52.0% | +63.3% | -11.3% | +42.1% |
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