+196.7%
EXC vs CSGP
+65.8%
+130.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.8% |
| 7D | +1.4% | +1.3% | 0.0% | +1.1% |
| 30D | +8.6% | +2.8% | +5.7% | +7.6% |
| 3M | +2.4% | -6.3% | +8.7% | +2.9% |
| 6M | +6.5% | -3.2% | +9.6% | +5.8% |
| YTD | +9.0% | -54.0% | +63.0% | +24.4% |
| 1Y | +4.6% | -54.8% | +59.4% | +19.7% |
| 3Y | +33.5% | -60.6% | +94.1% | +53.6% |
| 5Y | +41.4% | -62.6% | +104.0% | +61.8% |
| All | +196.7% | +65.8% | +130.9% | +189.9% |
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