+17.6%
CCI vs CSGP
+45.2%
-27.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.2% |
| 7D | -0.4% | -4.1% | +3.7% | +0.8% |
| 30D | +2.7% | +2.3% | +0.4% | +1.7% |
| 3M | -18.2% | -8.2% | -10.0% | -16.8% |
| 6M | -14.8% | -35.1% | +20.3% | -4.8% |
| YTD | -12.6% | -54.0% | +41.4% | +6.8% |
| 1Y | -16.7% | -65.3% | +48.6% | +10.1% |
| 3Y | -10.5% | -62.6% | +52.0% | +12.9% |
| 5Y | -51.4% | -64.8% | +13.4% | -39.1% |
| All | +17.6% | +45.2% | -27.6% | +7.1% |
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