+7,232.4%
EW vs CSGP
+604.4%
+6,628.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +6.8% | +13.9% | -7.1% | +4.1% |
| 30D | +16.6% | +16.0% | +0.6% | +12.7% |
| 3M | +13.3% | +6.1% | +7.2% | +11.1% |
| 6M | +21.6% | -8.2% | +29.8% | +22.0% |
| YTD | +18.3% | -52.3% | +70.6% | +33.0% |
| 1Y | +21.7% | -54.5% | +76.2% | +38.0% |
| 3Y | +50.3% | -58.6% | +108.9% | +70.6% |
| 5Y | -15.0% | -61.5% | +46.5% | -3.4% |
| 10Y | +237.5% | +74.7% | +162.8% | +201.9% |
| All | +7,232.4% | +604.4% | +6,628.0% | +4,603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling