-28.1%
CSGP vs REPL
+35.1%
-63.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.0% | -12.7% | -4.9% |
| 7D | +1.3% | +22.8% | -21.5% | +0.6% |
| 30D | +10.7% | +63.8% | -53.1% | +8.7% |
| 3M | +3.3% | +68.1% | -64.8% | +1.2% |
| 6M | -10.3% | +528.5% | -538.8% | -20.0% |
| YTD | -54.6% | +122.4% | -177.0% | -58.6% |
| 1Y | -54.6% | +154.4% | -209.0% | -59.0% |
| 3Y | -60.3% | +68.0% | -128.3% | -68.8% |
| 5Y | -63.3% | -35.4% | -27.9% | -69.1% |
| All | -28.1% | +35.1% | -63.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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