+91.4%
DE vs CSGP
-61.1%
+152.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +3.3% | -3.2% | +6.4% | +3.6% |
| 30D | +10.7% | +2.2% | +8.5% | +10.1% |
| 3M | +13.1% | -3.7% | +16.8% | +12.9% |
| 6M | +20.2% | -7.4% | +27.7% | +20.5% |
| YTD | +48.9% | -54.9% | +103.8% | +72.9% |
| 1Y | +46.6% | -54.9% | +101.5% | +70.1% |
| 3Y | +91.4% | -61.9% | +153.3% | +125.0% |
| All | +91.4% | -61.1% | +152.5% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling