-49.1%
TE vs CSGP
-53.7%
+4.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -2.2% |
| 7D | -10.5% | -1.8% | -8.7% | -11.0% |
| 30D | -32.4% | +5.3% | -37.7% | -30.7% |
| 3M | -60.9% | +3.3% | -64.2% | -59.7% |
| 6M | -62.8% | -4.7% | -58.2% | -61.2% |
| YTD | -65.7% | -53.5% | -12.2% | -57.5% |
| All | -49.1% | -53.7% | +4.6% | -36.6% |
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