+379.5%
SE vs CSGP
+10.6%
+368.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +1.7% |
| 7D | +3.3% | -1.8% | +5.1% | +4.3% |
| 30D | -18.2% | +5.3% | -23.4% | -22.5% |
| 3M | -31.3% | +3.3% | -34.6% | -35.3% |
| 6M | -10.1% | -4.7% | -5.4% | -12.7% |
| YTD | -38.9% | -53.5% | +14.7% | -9.1% |
| 1Y | -48.0% | -53.7% | +5.7% | -22.7% |
| 3Y | +78.8% | -59.7% | +138.6% | +164.5% |
| 5Y | -77.1% | -62.5% | -14.7% | -64.7% |
| All | +379.5% | +10.6% | +368.8% | +204.3% |
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