+65.7%
T vs CSGP
+45.2%
+20.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -1.3% | -4.1% | +2.8% | -0.6% |
| 30D | +11.4% | +2.3% | +9.0% | +10.8% |
| 3M | +14.3% | -8.2% | +22.5% | +15.4% |
| 6M | -9.3% | -35.1% | +25.8% | -3.5% |
| YTD | +7.1% | -54.0% | +61.1% | +19.8% |
| 1Y | -9.1% | -65.3% | +56.2% | +6.7% |
| 3Y | +105.3% | -62.6% | +167.9% | +133.9% |
| 5Y | +66.8% | -64.8% | +131.6% | +89.1% |
| All | +65.7% | +45.2% | +20.4% | +49.8% |
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 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