+192.9%
SO vs CSGP
+61.2%
+131.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -0.9% | -6.1% | +5.2% | 0.0% |
| 30D | +4.9% | +0.3% | +4.6% | +4.6% |
| 3M | +0.8% | -1.3% | +2.1% | +0.4% |
| 6M | +0.6% | -8.9% | +9.5% | +1.1% |
| YTD | +8.7% | -55.2% | +63.9% | +21.1% |
| 1Y | +4.0% | -56.4% | +60.3% | +16.3% |
| 3Y | +50.6% | -62.2% | +112.8% | +69.5% |
| 5Y | +77.5% | -63.7% | +141.2% | +98.9% |
| All | +192.9% | +61.2% | +131.7% | +201.7% |
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