+330.8%
CME vs CSGP
+71.3%
+259.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +3.7% | +13.9% | -10.2% | +1.0% |
| 30D | +13.7% | +16.0% | -2.3% | +10.1% |
| 3M | +16.6% | +6.1% | +10.5% | +14.4% |
| 6M | +8.2% | -8.2% | +16.3% | +8.8% |
| YTD | +16.3% | -52.3% | +68.7% | +32.1% |
| 1Y | +19.1% | -54.5% | +73.6% | +36.4% |
| 3Y | +67.4% | -58.6% | +125.9% | +90.2% |
| 5Y | +71.0% | -61.5% | +132.5% | +92.9% |
| All | +330.8% | +71.3% | +259.4% | +278.5% |
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