+4,265.9%
DE vs CSGP
+3,461.1%
+804.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.5% | +13.9% | -13.4% | -1.8% |
| 30D | -2.9% | +16.0% | -18.9% | -5.8% |
| 3M | +8.6% | +6.1% | +2.6% | +6.6% |
| 6M | +15.8% | -8.2% | +23.9% | +15.8% |
| YTD | +43.6% | -52.3% | +95.9% | +60.1% |
| 1Y | +41.6% | -54.5% | +96.1% | +59.1% |
| 3Y | +80.7% | -58.6% | +139.2% | +104.3% |
| 5Y | +99.3% | -61.5% | +160.8% | +124.8% |
| 10Y | +777.0% | +74.7% | +702.3% | +662.1% |
| All | +4,265.9% | +3,461.1% | +804.8% | +2,489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling