+79.1%
CME vs CSGP
-64.7%
+143.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | 0.0% |
| 7D | -1.6% | -4.1% | +2.5% | -1.1% |
| 30D | +6.2% | +2.3% | +3.9% | +5.8% |
| 3M | +10.4% | -8.2% | +18.6% | +11.1% |
| 6M | -9.5% | -35.1% | +25.5% | -5.8% |
| YTD | +6.0% | -54.0% | +60.0% | +14.1% |
| 1Y | +9.3% | -65.3% | +74.6% | +21.0% |
| 3Y | +57.7% | -62.6% | +120.2% | +71.2% |
| All | +79.1% | -64.7% | +143.8% | +92.4% |
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