+518.2%
CEG vs CSGP
-58.3%
+576.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.7% | +9.0% | +4.8% |
| 7D | -4.7% | +1.3% | -6.0% | -5.0% |
| 30D | -16.6% | +10.7% | -27.3% | -18.3% |
| 3M | -4.1% | +3.3% | -7.4% | -5.5% |
| 6M | -22.3% | -10.3% | -12.0% | -22.0% |
| YTD | -28.9% | -54.6% | +25.6% | -18.9% |
| 1Y | -28.5% | -54.6% | +26.2% | -18.5% |
| 3Y | +104.3% | -60.3% | +164.6% | +135.4% |
| All | +518.2% | -58.3% | +576.5% | +594.0% |
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 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