+1,449.6%
NET vs CSGP
-47.1%
+1,496.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.4% |
| 7D | -7.0% | -4.1% | -2.9% | -4.5% |
| 30D | -4.8% | +2.3% | -7.1% | -6.8% |
| 3M | +3.8% | -8.2% | +12.0% | +6.9% |
| 6M | +50.0% | -35.1% | +85.1% | +93.8% |
| YTD | +41.5% | -54.0% | +95.5% | +124.3% |
| 1Y | +32.8% | -65.3% | +98.1% | +153.0% |
| 3Y | +335.9% | -62.6% | +398.4% | +639.4% |
| 5Y | +113.8% | -64.8% | +178.6% | +264.0% |
| All | +1,449.6% | -47.1% | +1,496.6% | +2,330.3% |
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