+68.3%
O vs CSGP
+63.3%
+5.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | +0.3% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | +11.2% | +10.7% | +0.5% | +8.0% |
| 3M | -4.0% | +3.3% | -7.3% | -5.6% |
| 6M | -5.2% | -10.3% | +5.1% | -4.2% |
| YTD | +9.5% | -54.6% | +64.0% | +29.0% |
| 1Y | +10.6% | -54.6% | +65.2% | +30.2% |
| 3Y | +38.1% | -60.3% | +98.5% | +64.1% |
| 5Y | +10.2% | -63.3% | +73.5% | +30.8% |
| All | +68.3% | +63.3% | +5.0% | +62.3% |
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