+782.7%
DE vs CSGP
+61.5%
+721.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +3.3% | -3.2% | +6.4% | +4.0% |
| 30D | +10.7% | +2.2% | +8.5% | +9.3% |
| 3M | +13.1% | -3.7% | +16.8% | +12.6% |
| 6M | +20.2% | -7.4% | +27.7% | +19.9% |
| YTD | +48.9% | -54.9% | +103.8% | +80.3% |
| 1Y | +46.6% | -54.9% | +101.5% | +77.3% |
| 3Y | +91.4% | -61.9% | +153.3% | +138.4% |
| 5Y | +108.1% | -63.1% | +171.2% | +154.8% |
| 10Y | +782.7% | +65.1% | +717.5% | +556.7% |
| All | +782.7% | +61.5% | +721.2% | +556.7% |
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