+313.3%
LOW vs CSGP
+72.5%
+240.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.6% |
| 7D | +6.4% | -1.8% | +8.2% | +7.1% |
| 30D | +25.6% | +5.3% | +20.3% | +22.8% |
| 3M | +4.6% | +3.3% | +1.3% | +2.4% |
| 6M | +2.5% | -4.7% | +7.2% | +2.4% |
| YTD | -1.6% | -53.5% | +51.9% | +22.9% |
| 1Y | +1.7% | -53.7% | +55.5% | +27.0% |
| 3Y | +29.4% | -59.7% | +89.2% | +65.4% |
| 5Y | +9.6% | -62.5% | +72.1% | +40.2% |
| 10Y | +313.3% | +67.3% | +246.1% | +251.4% |
| All | +313.3% | +72.5% | +240.8% | +251.4% |
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