+71.0%
CME vs CSGP
-62.1%
+133.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +3.7% | +13.9% | -10.2% | +2.1% |
| 30D | +13.7% | +16.0% | -2.3% | +11.7% |
| 3M | +16.6% | +6.1% | +10.5% | +15.4% |
| 6M | +8.2% | -8.2% | +16.3% | +8.5% |
| YTD | +16.3% | -52.3% | +68.7% | +24.1% |
| 1Y | +19.1% | -54.5% | +73.6% | +27.5% |
| 3Y | +67.4% | -58.6% | +125.9% | +78.3% |
| 5Y | +71.0% | -61.5% | +132.5% | +91.0% |
| All | +71.0% | -62.1% | +133.0% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling