+0.4%
DOW vs CSGP
-35.4%
+35.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | +3.7% | -6.1% | +9.7% | +5.4% |
| 30D | +16.3% | +0.3% | +15.9% | +15.1% |
| 3M | +9.7% | -1.3% | +11.0% | +8.4% |
| 6M | -14.1% | -8.9% | -5.2% | -13.7% |
| YTD | +46.6% | -55.2% | +101.8% | +82.1% |
| 1Y | +56.8% | -56.4% | +113.2% | +96.5% |
| 3Y | -20.4% | -62.2% | +41.8% | +2.7% |
| 5Y | -27.4% | -63.7% | +36.2% | -6.9% |
| All | +0.4% | -35.4% | +35.8% | +1.6% |
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