+54.1%
T vs CSGP
+72.5%
-18.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | +1.7% | -1.8% | +3.5% | +2.0% |
| 30D | -1.7% | +5.3% | -7.0% | -2.8% |
| 3M | -7.3% | +3.3% | -10.6% | -8.2% |
| 6M | -11.2% | -4.7% | -6.5% | -11.1% |
| YTD | -8.1% | -53.5% | +45.5% | +2.3% |
| 1Y | -8.0% | -53.7% | +45.7% | +2.3% |
| 3Y | +62.1% | -59.7% | +121.9% | +81.7% |
| 5Y | +55.7% | -62.5% | +118.2% | +73.8% |
| 10Y | +54.1% | +67.3% | -13.1% | +44.5% |
| All | +54.1% | +72.5% | -18.4% | +44.5% |
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