-78.9%
SE vs CSGP
-62.1%
-16.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -4.9% |
| 7D | -1.2% | +13.9% | -15.1% | -7.4% |
| 30D | -21.7% | +16.0% | -37.6% | -29.0% |
| 3M | -34.2% | +6.1% | -40.3% | -38.2% |
| 6M | -10.5% | -8.2% | -2.3% | -10.4% |
| YTD | -40.7% | -52.3% | +11.6% | -14.4% |
| 1Y | -52.1% | -54.5% | +2.4% | -28.9% |
| 3Y | +68.9% | -58.6% | +127.4% | +135.9% |
| 5Y | -78.9% | -61.5% | -17.4% | -68.8% |
| All | -78.9% | -62.1% | -16.8% | -68.8% |
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