+51.4%
O vs CSGP
+45.2%
+6.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -0.7% | -4.1% | +3.3% | +0.2% |
| 30D | -1.9% | +2.3% | -4.2% | -2.7% |
| 3M | +3.8% | -8.2% | +12.0% | +5.3% |
| 6M | -4.7% | -35.1% | +30.3% | +4.6% |
| YTD | +12.5% | -54.0% | +66.5% | +33.5% |
| 1Y | +10.8% | -65.3% | +76.1% | +41.6% |
| 3Y | +28.8% | -62.6% | +91.3% | +57.2% |
| 5Y | +13.2% | -64.8% | +78.0% | +37.3% |
| All | +51.4% | +45.2% | +6.1% | +35.3% |
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