+137.3%
CTVA vs CSGP
-40.2%
+177.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.2% | +2.0% |
| 7D | -20.8% | +1.3% | -22.1% | -21.0% |
| 30D | -29.6% | +2.8% | -32.4% | -30.3% |
| 3M | -16.9% | -6.3% | -10.6% | -16.3% |
| 6M | -24.3% | -3.2% | -21.1% | -24.8% |
| YTD | -5.6% | -54.0% | +48.3% | +11.3% |
| 1Y | -4.2% | -54.8% | +50.7% | +13.4% |
| 3Y | +43.3% | -60.6% | +103.9% | +72.1% |
| 5Y | +35.7% | -62.6% | +98.3% | +62.5% |
| All | +137.3% | -40.2% | +177.4% | +120.0% |
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