+320.3%
COP vs CSGP
+63.3%
+257.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.6% |
| 7D | -11.5% | +1.3% | -12.8% | -12.0% |
| 30D | +5.0% | +10.7% | -5.7% | +1.6% |
| 3M | +17.5% | +3.3% | +14.2% | +15.0% |
| 6M | +16.2% | -10.3% | +26.6% | +17.1% |
| YTD | +48.8% | -54.6% | +103.3% | +75.8% |
| 1Y | +64.1% | -54.6% | +118.7% | +93.8% |
| 3Y | +25.7% | -60.3% | +86.0% | +50.8% |
| 5Y | +114.4% | -63.3% | +177.7% | +157.5% |
| All | +320.3% | +63.3% | +257.0% | +269.9% |
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