-54.0%
TE vs CSGP
-55.1%
+1.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -10.6% |
| 7D | -26.9% | -3.2% | -23.7% | -27.6% |
| 30D | -38.9% | +2.2% | -41.2% | -38.0% |
| 3M | -61.0% | -3.7% | -57.4% | -60.8% |
| 6M | -66.4% | -7.4% | -59.0% | -65.3% |
| YTD | -69.0% | -54.9% | -14.1% | -62.0% |
| 1Y | -54.0% | -54.9% | +0.9% | -43.3% |
| All | -54.0% | -55.1% | +1.1% | -43.3% |
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