+301.3%
LOW vs CSGP
+65.4%
+235.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.0% | -7.1% | +8.1% | +3.4% |
| 30D | +25.6% | +3.6% | +22.0% | +23.4% |
| 3M | +5.3% | -2.7% | +8.1% | +5.2% |
| 6M | +3.7% | -8.0% | +11.8% | +4.8% |
| YTD | -1.9% | -55.0% | +53.1% | +23.9% |
| 1Y | +0.6% | -55.8% | +56.3% | +27.5% |
| 3Y | +26.4% | -62.0% | +88.4% | +64.9% |
| 5Y | +10.1% | -62.9% | +73.1% | +41.2% |
| 10Y | +301.3% | +62.6% | +238.7% | +238.7% |
| All | +301.3% | +65.4% | +235.8% | +238.7% |
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