+24.5%
EW vs CSGP
-53.7%
+78.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.3% | +2.4% |
| 7D | +12.3% | -1.8% | +14.1% | +12.4% |
| 30D | +22.9% | +5.3% | +17.6% | +22.3% |
| 3M | +16.7% | +3.3% | +13.4% | +16.3% |
| 6M | +31.0% | -4.7% | +35.6% | +31.0% |
| YTD | +22.8% | -53.5% | +76.4% | +27.6% |
| All | +24.5% | -53.7% | +78.3% | +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