-78.3%
TE vs CSGP
-52.3%
-26.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -22.0% | -7.1% | -14.9% | -20.6% |
| 30D | -33.6% | +3.6% | -37.3% | -35.3% |
| 3M | -61.1% | -2.7% | -58.3% | -61.6% |
| 6M | -64.7% | -8.0% | -56.7% | -65.5% |
| YTD | -68.1% | -55.0% | -13.1% | -59.7% |
| 1Y | -51.7% | -55.8% | +4.1% | -38.6% |
| 3Y | +42.0% | -62.0% | +104.0% | +89.4% |
| 5Y | -80.8% | -62.9% | -17.9% | -75.7% |
| All | -78.3% | -52.3% | -26.0% | -73.0% |
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