+1,751.5%
CLS vs CSGP
+72.5%
+1,678.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.6% | +7.3% |
| 7D | -10.6% | -1.8% | -8.7% | -10.2% |
| 30D | -38.4% | +5.3% | -43.7% | -40.6% |
| 3M | -29.9% | +3.3% | -33.2% | -32.6% |
| 6M | -40.6% | -4.7% | -36.0% | -42.3% |
| YTD | -24.6% | -53.5% | +28.9% | -6.7% |
| 1Y | -30.8% | -53.7% | +22.9% | -14.5% |
| 3Y | +811.7% | -59.7% | +871.5% | +1,059.6% |
| 5Y | +1,838.4% | -62.5% | +1,900.9% | +2,367.1% |
| 10Y | +1,751.5% | +67.3% | +1,684.2% | +1,516.3% |
| All | +1,751.5% | +72.5% | +1,678.9% | +1,516.3% |
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