+2,755.1%
CLS vs CSGP
+45.2%
+2,709.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.6% |
| 7D | +4.6% | -4.1% | +8.6% | +6.0% |
| 30D | -13.9% | +2.3% | -16.2% | -14.9% |
| 3M | -26.6% | -8.2% | -18.4% | -25.9% |
| 6M | +15.4% | -35.1% | +50.5% | +30.6% |
| YTD | +5.7% | -54.0% | +59.7% | +34.1% |
| 1Y | +41.1% | -65.3% | +106.4% | +98.8% |
| 3Y | +1,228.6% | -62.6% | +1,291.1% | +1,676.7% |
| 5Y | +3,240.6% | -64.8% | +3,305.5% | +4,343.0% |
| All | +2,755.1% | +45.2% | +2,709.9% | +2,602.7% |
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