+321.5%
CMG vs CSGP
+44.3%
+277.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | -2.8% | -4.1% | +1.3% | -1.4% |
| 30D | +7.1% | +2.3% | +4.8% | +5.7% |
| 3M | +31.2% | -8.2% | +39.3% | +33.8% |
| 6M | +0.7% | -35.1% | +35.7% | +16.6% |
| YTD | -0.1% | -54.0% | +53.9% | +29.9% |
| 1Y | -10.7% | -65.3% | +54.6% | +29.6% |
| 3Y | -4.7% | -62.6% | +57.9% | +29.1% |
| 5Y | -3.8% | -64.8% | +61.1% | +28.5% |
| All | +321.5% | +44.3% | +277.2% | +311.3% |
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