+143.0%
EFA vs CSGP
+44.3%
+98.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.6% |
| 7D | +0.6% | -4.1% | +4.7% | +1.5% |
| 30D | +0.9% | +2.3% | -1.5% | +0.1% |
| 3M | +4.9% | -8.2% | +13.0% | +6.0% |
| 6M | +8.6% | -35.1% | +43.6% | +18.4% |
| YTD | +14.6% | -54.0% | +68.6% | +34.8% |
| 1Y | +22.6% | -65.3% | +87.9% | +54.5% |
| 3Y | +66.5% | -62.6% | +129.1% | +101.4% |
| 5Y | +54.5% | -64.8% | +119.4% | +85.2% |
| All | +143.0% | +44.3% | +98.8% | +109.8% |
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