+328.9%
CME vs CSGP
+63.3%
+265.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.2% | +0.5% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | +13.2% | +10.7% | +2.5% | +10.5% |
| 3M | +16.3% | +3.3% | +13.0% | +14.7% |
| 6M | +7.1% | -10.3% | +17.5% | +8.2% |
| YTD | +15.8% | -54.6% | +70.4% | +32.7% |
| 1Y | +17.1% | -54.6% | +71.7% | +34.1% |
| 3Y | +63.2% | -60.3% | +123.5% | +86.9% |
| 5Y | +70.2% | -63.3% | +133.5% | +93.8% |
| All | +328.9% | +63.3% | +265.6% | +280.3% |
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