+165.7%
CI vs CSGP
+71.3%
+94.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +1.0% | +13.9% | -12.9% | -2.1% |
| 30D | +9.9% | +16.0% | -6.1% | +5.6% |
| 3M | +12.1% | +6.1% | +6.0% | +9.6% |
| 6M | +10.6% | -8.2% | +18.8% | +11.3% |
| YTD | +11.4% | -52.3% | +63.7% | +30.7% |
| 1Y | +18.8% | -54.5% | +73.3% | +40.9% |
| 3Y | +2.9% | -58.6% | +61.4% | +21.8% |
| 5Y | +54.5% | -61.5% | +116.0% | +82.6% |
| All | +165.7% | +71.3% | +94.4% | +101.4% |
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