-6.2%
DOW vs CSGP
-32.9%
+26.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.0% |
| 7D | -9.4% | -1.8% | -7.6% | -9.0% |
| 30D | +8.9% | +5.3% | +3.6% | +6.4% |
| 3M | +6.7% | +3.3% | +3.4% | +4.2% |
| 6M | -14.2% | -4.7% | -9.5% | -14.9% |
| YTD | +36.9% | -53.5% | +90.5% | +68.4% |
| 1Y | +45.8% | -53.7% | +99.5% | +79.4% |
| 3Y | -23.9% | -59.7% | +35.8% | -3.7% |
| 5Y | -30.8% | -62.5% | +31.7% | -11.9% |
| All | -6.2% | -32.9% | +26.7% | -6.1% |
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