+43.9%
EXC vs CSGP
-62.1%
+106.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.8% |
| 7D | +1.4% | +13.9% | -12.5% | +0.1% |
| 30D | +11.6% | +16.0% | -4.4% | +9.9% |
| 3M | +2.7% | +6.1% | -3.4% | +1.7% |
| 6M | +2.7% | -8.2% | +10.8% | +3.0% |
| YTD | +9.7% | -52.3% | +62.0% | +17.3% |
| 1Y | +4.5% | -54.5% | +59.0% | +12.4% |
| 3Y | +28.5% | -58.6% | +87.1% | +37.7% |
| 5Y | +43.9% | -61.5% | +105.4% | +57.9% |
| All | +43.9% | -62.1% | +106.0% | +57.9% |
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 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