+2,029.3%
CLS vs CSGP
+61.2%
+1,968.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.7% |
| 7D | +23.5% | -6.1% | +29.6% | +25.5% |
| 30D | -28.9% | +0.3% | -29.3% | -30.5% |
| 3M | -25.2% | -1.3% | -23.9% | -27.1% |
| 6M | -32.1% | -8.9% | -23.2% | -33.2% |
| YTD | -14.1% | -55.2% | +41.2% | +7.3% |
| 1Y | -24.1% | -56.4% | +32.3% | -4.4% |
| 3Y | +897.0% | -62.2% | +959.2% | +1,194.2% |
| 5Y | +2,089.9% | -63.7% | +2,153.6% | +2,709.6% |
| All | +2,029.3% | +61.2% | +1,968.1% | +1,756.3% |
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