-78.9%
TE vs CSGP
-52.2%
-26.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -8.9% |
| 7D | -26.9% | -3.2% | -23.7% | -26.3% |
| 30D | -38.9% | +2.2% | -41.2% | -40.2% |
| 3M | -61.0% | -3.7% | -57.4% | -61.5% |
| 6M | -66.4% | -7.4% | -59.0% | -67.2% |
| YTD | -69.0% | -54.9% | -14.1% | -60.8% |
| 1Y | -54.0% | -54.9% | +0.9% | -41.9% |
| 3Y | +38.0% | -61.9% | +99.9% | +84.0% |
| 5Y | -81.0% | -63.1% | -17.9% | -75.9% |
| All | -78.9% | -52.2% | -26.7% | -73.8% |
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