+299.5%
CME vs CSGP
+72.5%
+226.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.9% |
| 7D | -0.6% | -1.8% | +1.3% | -0.2% |
| 30D | +8.5% | +5.3% | +3.2% | +7.0% |
| 3M | +16.0% | +3.3% | +12.7% | +14.5% |
| 6M | +9.3% | -4.7% | +14.0% | +9.1% |
| YTD | +15.3% | -53.5% | +68.8% | +31.5% |
| 1Y | +14.4% | -53.7% | +68.1% | +30.4% |
| 3Y | +59.9% | -59.7% | +119.7% | +82.6% |
| 5Y | +69.4% | -62.5% | +131.9% | +92.0% |
| 10Y | +299.5% | +67.3% | +232.2% | +260.5% |
| All | +299.5% | +72.5% | +226.9% | +260.5% |
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