+24.4%
EW vs CSGP
-54.8%
+79.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | +23.9% | +2.8% | +21.1% | +23.5% |
| 3M | +15.8% | -6.3% | +22.1% | +16.4% |
| 6M | +31.7% | -3.2% | +34.8% | +31.6% |
| YTD | +25.7% | -54.0% | +79.6% | +30.1% |
| 1Y | +24.4% | -54.8% | +79.3% | +29.0% |
| All | +24.4% | -54.8% | +79.2% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling