+445.7%
CSX vs CSGP
+71.3%
+374.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -2.7% | +13.9% | -16.6% | -6.0% |
| 30D | +7.0% | +16.0% | -9.0% | +2.3% |
| 3M | -0.3% | +6.1% | -6.4% | -2.9% |
| 6M | +13.5% | -8.2% | +21.7% | +14.0% |
| YTD | +41.5% | -52.3% | +93.8% | +69.6% |
| 1Y | +45.8% | -54.5% | +100.3% | +77.0% |
| 3Y | +74.4% | -58.6% | +133.0% | +111.8% |
| 5Y | +53.6% | -61.5% | +115.1% | +86.5% |
| All | +445.7% | +71.3% | +374.4% | +356.9% |
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