-4.9%
DOW vs CSGP
-34.4%
+29.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -0.5% |
| 7D | -9.5% | +1.3% | -10.8% | -10.0% |
| 30D | +13.1% | +10.7% | +2.4% | +8.8% |
| 3M | +4.8% | +3.3% | +1.6% | +2.2% |
| 6M | -16.7% | -10.3% | -6.3% | -15.8% |
| YTD | +38.9% | -54.6% | +93.4% | +71.9% |
| 1Y | +48.3% | -54.6% | +102.9% | +83.5% |
| 3Y | -24.4% | -60.3% | +36.0% | -3.9% |
| 5Y | -29.2% | -63.3% | +34.1% | -9.3% |
| All | -4.9% | -34.4% | +29.5% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling