+325.9%
CMG vs CSGP
+65.8%
+260.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.7% |
| 7D | +2.5% | +1.3% | +1.1% | +2.0% |
| 30D | +15.6% | +2.8% | +12.8% | +13.2% |
| 3M | +8.2% | -6.3% | +14.5% | +9.2% |
| 6M | +9.9% | -3.2% | +13.0% | +8.4% |
| YTD | -4.6% | -54.0% | +49.3% | +22.7% |
| 1Y | +12.4% | -54.8% | +67.3% | +45.6% |
| 3Y | -18.0% | -60.6% | +42.6% | +7.8% |
| 5Y | -5.3% | -62.6% | +57.3% | +22.8% |
| All | +325.9% | +65.8% | +260.1% | +331.6% |
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