-12.4%
EW vs CSGP
-63.3%
+50.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +9.3% | -3.2% | +12.4% | +10.0% |
| 30D | +22.1% | +2.2% | +19.8% | +20.6% |
| 3M | +13.0% | -3.7% | +16.7% | +12.8% |
| 6M | +30.1% | -7.4% | +37.5% | +30.3% |
| YTD | +22.0% | -54.9% | +76.9% | +45.0% |
| 1Y | +23.7% | -54.9% | +78.6% | +46.8% |
| 3Y | +62.0% | -61.9% | +123.9% | +95.2% |
| 5Y | -12.4% | -63.1% | +50.7% | +10.0% |
| All | -12.4% | -63.3% | +50.9% | +10.0% |
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 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