+148.6%
TE vs CSGP
-64.9%
+213.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +0.7% |
| 7D | -4.0% | -4.1% | +0.1% | -5.0% |
| 30D | -15.9% | +2.3% | -18.2% | -15.0% |
| 3M | -60.5% | -8.2% | -52.4% | -59.4% |
| 6M | -35.2% | -35.1% | -0.1% | -29.2% |
| YTD | -31.1% | -54.0% | +22.9% | -20.4% |
| 1Y | +148.6% | -65.3% | +214.0% | +132.5% |
| All | +148.6% | -64.9% | +213.6% | +132.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling