+57.9%
CME vs CSGP
-61.9%
+119.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -1.3% |
| 30D | +6.2% | +2.3% | +3.9% | +6.0% |
| 3M | +10.4% | -8.2% | +18.6% | +10.7% |
| 6M | -9.5% | -35.1% | +25.5% | -7.9% |
| YTD | +6.0% | -54.0% | +60.0% | +8.9% |
| 1Y | +9.3% | -65.3% | +74.6% | +12.9% |
| All | +57.9% | -61.9% | +119.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling