+107.4%
DE vs CSGP
-63.2%
+170.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +2.3% | -7.1% | +9.3% | +3.5% |
| 30D | +9.3% | +3.6% | +5.7% | +8.1% |
| 3M | +12.2% | -2.7% | +14.9% | +11.7% |
| 6M | +18.1% | -8.0% | +26.1% | +18.2% |
| YTD | +49.8% | -55.0% | +104.7% | +76.3% |
| 1Y | +46.4% | -55.8% | +102.1% | +73.0% |
| 3Y | +92.5% | -62.0% | +154.5% | +132.3% |
| 5Y | +107.4% | -62.9% | +170.3% | +138.7% |
| All | +107.4% | -63.2% | +170.6% | +138.7% |
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