+99.2%
DE vs CSGP
-64.7%
+163.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +10.0% | -4.1% | +14.1% | +10.8% |
| 30D | +13.3% | +2.3% | +11.0% | +12.4% |
| 3M | +17.5% | -8.2% | +25.7% | +18.6% |
| 6M | +13.6% | -35.1% | +48.6% | +23.6% |
| YTD | +49.8% | -54.0% | +103.8% | +76.1% |
| 1Y | +47.9% | -65.3% | +113.2% | +86.9% |
| 3Y | +72.5% | -62.6% | +135.1% | +109.5% |
| All | +99.2% | -64.7% | +163.9% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling