+239.8%
EW vs CSGP
+72.5%
+167.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.3% | +1.8% |
| 7D | +12.3% | -1.8% | +14.1% | +12.8% |
| 30D | +22.9% | +5.3% | +17.6% | +19.7% |
| 3M | +16.7% | +3.3% | +13.4% | +13.5% |
| 6M | +31.0% | -4.7% | +35.6% | +29.8% |
| YTD | +22.8% | -53.5% | +76.4% | +53.1% |
| 1Y | +25.6% | -53.7% | +79.3% | +56.4% |
| 3Y | +62.0% | -59.7% | +121.7% | +103.2% |
| 5Y | -12.8% | -62.5% | +49.7% | +9.3% |
| 10Y | +239.8% | +67.3% | +172.5% | +133.1% |
| All | +239.8% | +72.5% | +167.2% | +133.1% |
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