-77.1%
SE vs CSGP
-63.3%
-13.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +1.6% |
| 30D | -19.4% | +2.2% | -21.6% | -22.0% |
| 3M | -33.1% | -3.7% | -29.4% | -34.1% |
| 6M | -11.4% | -7.4% | -4.0% | -12.1% |
| YTD | -39.8% | -54.9% | +15.1% | -10.8% |
| 1Y | -50.5% | -54.9% | +4.4% | -26.9% |
| 3Y | +68.9% | -61.9% | +130.8% | +148.9% |
| 5Y | -77.1% | -63.1% | -14.0% | -65.4% |
| All | -77.1% | -63.3% | -13.7% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling