+44.1%
CSGP vs RACE
+818.0%
-773.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -4.1% | -2.5% | -1.5% | -3.1% |
| 30D | +2.3% | +0.8% | +1.5% | +2.0% |
| 3M | -8.2% | +17.2% | -25.3% | -14.2% |
| 6M | -35.1% | +13.6% | -48.6% | -38.8% |
| YTD | -54.0% | +12.2% | -66.2% | -56.9% |
| 1Y | -65.3% | -16.3% | -49.1% | -63.4% |
| 3Y | -62.6% | +36.4% | -99.0% | -69.6% |
| 5Y | -64.8% | +95.0% | -159.8% | -76.2% |
| All | +44.1% | +818.0% | -773.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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