+793.2%
DE vs CSGP
+72.5%
+720.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.4% |
| 7D | +3.5% | -1.8% | +5.4% | +4.0% |
| 30D | +11.3% | +5.3% | +6.0% | +9.1% |
| 3M | +11.6% | +3.3% | +8.3% | +9.1% |
| 6M | +20.9% | -4.7% | +25.5% | +19.7% |
| YTD | +49.7% | -53.5% | +103.2% | +79.9% |
| 1Y | +49.5% | -53.7% | +103.2% | +79.7% |
| 3Y | +94.7% | -59.7% | +154.4% | +138.7% |
| 5Y | +107.4% | -62.5% | +169.8% | +153.2% |
| 10Y | +793.2% | +67.3% | +725.9% | +565.2% |
| All | +793.2% | +72.5% | +720.6% | +565.2% |
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