+504.6%
CSX vs CSGP
+45.2%
+459.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.5% |
| 7D | -3.4% | -4.1% | +0.7% | -2.3% |
| 30D | -3.1% | +2.3% | -5.4% | -4.0% |
| 3M | +7.2% | -8.2% | +15.3% | +8.6% |
| 6M | +16.2% | -35.1% | +51.2% | +29.2% |
| YTD | +37.5% | -54.0% | +91.6% | +67.6% |
| 1Y | +53.2% | -65.3% | +118.5% | +103.1% |
| 3Y | +68.2% | -62.6% | +130.8% | +112.0% |
| 5Y | +65.2% | -64.8% | +130.0% | +107.1% |
| All | +504.6% | +45.2% | +459.3% | +405.5% |
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