+3,653.2%
FIX vs CSGP
+63.3%
+3,589.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.7% | +10.1% | +6.5% |
| 7D | -17.5% | +1.3% | -18.7% | -18.0% |
| 30D | -41.6% | +10.7% | -52.3% | -44.1% |
| 3M | -40.6% | +3.3% | -43.9% | -42.6% |
| 6M | -49.4% | -10.3% | -39.0% | -49.9% |
| YTD | +9.2% | -54.6% | +63.7% | +33.6% |
| 1Y | +6.5% | -54.6% | +61.1% | +30.0% |
| 3Y | +448.7% | -60.3% | +509.1% | +588.5% |
| 5Y | +948.7% | -63.3% | +1,012.0% | +1,224.1% |
| All | +3,653.2% | +63.3% | +3,589.9% | +2,724.9% |
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