+46.6%
DE vs CSGP
-55.1%
+101.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.6% |
| 7D | +3.3% | -3.2% | +6.4% | +3.2% |
| 30D | +10.7% | +2.2% | +8.5% | +10.9% |
| 3M | +13.1% | -3.7% | +16.8% | +13.1% |
| 6M | +20.2% | -7.4% | +27.7% | +20.7% |
| YTD | +48.9% | -54.9% | +103.8% | +59.0% |
| 1Y | +46.6% | -54.9% | +101.5% | +56.0% |
| All | +46.6% | -55.1% | +101.7% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling