+144.1%
EFA vs CSGP
+61.5%
+82.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | 0.0% |
| 7D | +1.2% | -3.2% | +4.4% | +1.9% |
| 30D | +0.9% | +2.2% | -1.3% | -0.1% |
| 3M | -3.4% | -3.7% | +0.3% | -3.6% |
| 6M | +2.0% | -7.4% | +9.4% | +1.9% |
| YTD | +10.4% | -54.9% | +65.3% | +29.3% |
| 1Y | +13.3% | -54.9% | +68.2% | +32.4% |
| 3Y | +65.9% | -61.9% | +127.9% | +98.3% |
| 5Y | +51.5% | -63.1% | +114.6% | +78.0% |
| 10Y | +144.1% | +65.1% | +79.0% | +109.9% |
| All | +144.1% | +61.5% | +82.7% | +109.9% |
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