+1,628.1%
CLS vs CSGP
+63.3%
+1,564.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.7% |
| 7D | -22.2% | +1.3% | -23.4% | -22.6% |
| 30D | -44.4% | +10.7% | -55.1% | -47.3% |
| 3M | -34.3% | +3.3% | -37.6% | -37.0% |
| 6M | -50.1% | -10.3% | -39.7% | -50.6% |
| YTD | -30.1% | -54.6% | +24.5% | -13.1% |
| 1Y | -39.3% | -54.6% | +15.3% | -24.7% |
| 3Y | +732.7% | -60.3% | +793.1% | +961.2% |
| 5Y | +1,777.2% | -63.3% | +1,840.5% | +2,301.9% |
| All | +1,628.1% | +63.3% | +1,564.8% | +1,420.8% |
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