+82.7%
O vs CSGP
+61.5%
+21.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | +3.5% | -3.2% | +6.7% | +4.3% |
| 30D | +10.4% | +2.2% | +8.2% | +9.3% |
| 3M | -2.4% | -3.7% | +1.2% | -2.5% |
| 6M | -1.2% | -7.4% | +6.2% | -0.8% |
| YTD | +10.4% | -54.9% | +65.3% | +30.4% |
| 1Y | +11.4% | -54.9% | +66.3% | +31.4% |
| 3Y | +40.4% | -61.9% | +102.3% | +68.8% |
| 5Y | +12.1% | -63.1% | +75.3% | +32.7% |
| 10Y | +82.7% | +65.1% | +17.6% | +74.1% |
| All | +82.7% | +61.5% | +21.3% | +74.1% |
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