+235.5%
EW vs CSGP
+63.3%
+172.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +2.7% |
| 7D | +11.0% | +1.3% | +9.8% | +10.5% |
| 30D | +19.1% | +10.7% | +8.4% | +13.9% |
| 3M | +14.4% | +3.3% | +11.1% | +11.2% |
| 6M | +22.8% | -10.3% | +33.1% | +24.1% |
| YTD | +19.8% | -54.6% | +74.4% | +50.4% |
| 1Y | +23.9% | -54.6% | +78.5% | +55.3% |
| 3Y | +52.2% | -60.3% | +112.6% | +91.6% |
| 5Y | -13.9% | -63.3% | +49.4% | +8.6% |
| All | +235.5% | +63.3% | +172.2% | +131.0% |
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