-76.0%
TE vs CSGP
-51.9%
-24.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +4.6% |
| 7D | -12.6% | +1.3% | -13.9% | -13.0% |
| 30D | -36.7% | +10.7% | -47.4% | -39.5% |
| 3M | -57.5% | +3.3% | -60.8% | -58.9% |
| 6M | -55.2% | -10.3% | -44.9% | -56.0% |
| YTD | -64.7% | -54.6% | -10.1% | -55.4% |
| 1Y | -35.9% | -54.6% | +18.8% | -19.2% |
| 3Y | -31.8% | -60.3% | +28.5% | -10.7% |
| 5Y | -79.4% | -63.3% | -16.1% | -74.0% |
| All | -76.0% | -51.9% | -24.1% | -70.2% |
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