+778.6%
DE vs CSGP
+63.3%
+715.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +5.9% | +2.4% |
| 7D | -0.6% | +1.3% | -1.8% | -1.0% |
| 30D | +2.3% | +10.7% | -8.4% | -1.2% |
| 3M | +9.5% | +3.3% | +6.2% | +7.0% |
| 6M | +14.1% | -10.3% | +24.4% | +14.7% |
| YTD | +45.4% | -54.6% | +100.0% | +75.8% |
| 1Y | +42.9% | -54.6% | +97.5% | +72.6% |
| 3Y | +84.8% | -60.3% | +145.2% | +127.3% |
| 5Y | +101.8% | -63.3% | +165.1% | +147.7% |
| All | +778.6% | +63.3% | +715.3% | +554.4% |
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