+371.1%
EWT vs CSGP
+63.3%
+307.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.7% | +8.6% | +4.7% |
| 7D | -11.7% | +1.3% | -13.0% | -12.0% |
| 30D | -23.2% | +10.7% | -33.9% | -25.4% |
| 3M | -12.5% | +3.3% | -15.8% | -14.2% |
| 6M | -5.9% | -10.3% | +4.4% | -5.9% |
| YTD | +40.5% | -54.6% | +95.0% | +63.5% |
| 1Y | +43.7% | -54.6% | +98.4% | +67.1% |
| 3Y | +136.6% | -60.3% | +197.0% | +178.9% |
| 5Y | +105.1% | -63.3% | +168.4% | +141.1% |
| All | +371.1% | +63.3% | +307.8% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling