+204.7%
CTVA vs CSGP
-39.6%
+244.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.3% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | -8.5% | +5.3% | -13.8% | -9.9% |
| 3M | +5.3% | +3.3% | +2.0% | +3.6% |
| 6M | -0.1% | -4.7% | +4.6% | -0.4% |
| YTD | +21.2% | -53.5% | +74.8% | +42.6% |
| 1Y | +27.0% | -53.7% | +80.7% | +49.4% |
| 3Y | +87.2% | -59.7% | +147.0% | +123.5% |
| 5Y | +77.9% | -62.5% | +140.4% | +112.9% |
| All | +204.7% | -39.6% | +244.3% | +181.9% |
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