-27.9%
DOW vs CSGP
-62.1%
+34.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -4.9% | +13.9% | -18.8% | -7.5% |
| 30D | +13.6% | +16.0% | -2.4% | +9.4% |
| 3M | +9.0% | +6.1% | +2.9% | +6.5% |
| 6M | -19.9% | -8.2% | -11.7% | -19.5% |
| YTD | +41.4% | -52.3% | +93.8% | +66.4% |
| 1Y | +47.4% | -54.5% | +101.9% | +75.7% |
| 3Y | -23.6% | -58.6% | +35.0% | -7.7% |
| 5Y | -27.9% | -61.5% | +33.6% | -10.5% |
| All | -27.9% | -62.1% | +34.2% | -10.5% |
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