-26.3%
EW vs CSGP
-64.7%
+38.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.7% |
| 7D | -0.3% | -4.1% | +3.7% | +0.6% |
| 30D | +1.0% | +2.3% | -1.3% | +0.3% |
| 3M | +2.8% | -8.2% | +11.0% | +4.3% |
| 6M | +5.5% | -35.1% | +40.6% | +16.1% |
| YTD | +5.5% | -54.0% | +59.5% | +25.9% |
| 1Y | +11.0% | -65.3% | +76.4% | +43.3% |
| 3Y | +17.7% | -62.6% | +80.3% | +44.2% |
| All | -26.3% | -64.7% | +38.4% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling