+755.9%
DE vs CSGP
+65.8%
+690.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.5% |
| 7D | +0.3% | +1.3% | -1.1% | -0.1% |
| 30D | +3.6% | +2.8% | +0.7% | +2.1% |
| 3M | +10.2% | -6.3% | +16.6% | +10.7% |
| 6M | +16.6% | -3.2% | +19.7% | +14.8% |
| YTD | +45.8% | -54.0% | +99.8% | +75.7% |
| 1Y | +43.9% | -54.8% | +98.7% | +74.2% |
| 3Y | +89.6% | -60.6% | +150.2% | +133.9% |
| 5Y | +100.3% | -62.6% | +163.0% | +144.7% |
| All | +755.9% | +65.8% | +690.1% | +535.5% |
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