+55.5%
T vs CSGP
+63.3%
-7.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.1% |
| 7D | +1.0% | +1.3% | -0.2% | +0.8% |
| 30D | -10.6% | +10.7% | -21.3% | -12.3% |
| 3M | -7.7% | +3.3% | -11.0% | -8.6% |
| 6M | -13.3% | -10.3% | -3.0% | -12.4% |
| YTD | -8.8% | -54.6% | +45.8% | +1.9% |
| 1Y | -8.4% | -54.6% | +46.2% | +2.2% |
| 3Y | +59.6% | -60.3% | +120.0% | +79.3% |
| 5Y | +52.1% | -63.3% | +115.4% | +70.4% |
| All | +55.5% | +63.3% | -7.8% | +45.8% |
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