-80.5%
TE vs CSGP
-51.2%
-29.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.7% |
| 7D | -19.1% | +1.3% | -20.4% | -19.3% |
| 30D | -34.1% | +2.8% | -37.0% | -35.6% |
| 3M | -60.1% | -6.3% | -53.8% | -60.2% |
| 6M | -66.0% | -3.2% | -62.8% | -67.2% |
| YTD | -71.4% | -54.0% | -17.5% | -64.0% |
| 1Y | -45.3% | -54.8% | +9.6% | -30.7% |
| 3Y | +9.1% | -60.6% | +69.7% | +44.2% |
| 5Y | -82.6% | -62.6% | -20.0% | -78.1% |
| All | -80.5% | -51.2% | -29.3% | -75.9% |
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