+5,892.0%
FIX vs CSGP
+45.2%
+5,846.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.6% |
| 7D | +6.0% | -4.1% | +10.1% | +7.2% |
| 30D | -7.2% | +2.3% | -9.6% | -8.4% |
| 3M | -15.9% | -8.2% | -7.7% | -15.5% |
| 6M | +12.7% | -35.1% | +47.8% | +25.8% |
| YTD | +72.8% | -54.0% | +126.8% | +114.3% |
| 1Y | +122.9% | -65.3% | +188.2% | +205.8% |
| 3Y | +774.3% | -62.6% | +836.9% | +1,039.9% |
| 5Y | +2,049.5% | -64.8% | +2,114.3% | +2,695.0% |
| All | +5,892.0% | +45.2% | +5,846.7% | +4,886.9% |
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