+3,932.4%
FIX vs CSGP
+78.5%
+3,854.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.0% | -19.1% | -16.0% |
| 7D | -18.9% | +18.3% | -37.2% | -22.4% |
| 30D | -36.3% | +17.8% | -54.1% | -39.8% |
| 3M | -38.5% | +9.3% | -47.8% | -41.3% |
| 6M | -42.3% | -7.9% | -34.4% | -43.0% |
| YTD | +17.1% | -51.5% | +68.6% | +41.3% |
| 1Y | +14.4% | -53.3% | +67.7% | +39.6% |
| 3Y | +486.7% | -57.9% | +544.6% | +627.0% |
| 5Y | +1,083.7% | -61.3% | +1,145.0% | +1,379.7% |
| 10Y | +3,932.4% | +77.5% | +3,854.9% | +2,886.3% |
| All | +3,932.4% | +78.5% | +3,854.0% | +2,886.3% |
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