+84.1%
CL vs CSGP
+65.4%
+18.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | -7.1% | +6.3% | +0.2% |
| 30D | +9.5% | +3.6% | +5.9% | +8.8% |
| 3M | +6.8% | -2.7% | +9.5% | +6.7% |
| 6M | +14.3% | -8.0% | +22.3% | +14.8% |
| YTD | +27.0% | -55.0% | +82.0% | +39.0% |
| 1Y | +26.3% | -55.8% | +82.0% | +38.5% |
| 3Y | +39.3% | -62.0% | +101.3% | +53.9% |
| 5Y | +41.5% | -62.9% | +104.4% | +55.3% |
| 10Y | +84.1% | +62.6% | +21.5% | +78.1% |
| All | +84.1% | +65.4% | +18.7% | +78.1% |
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