-27.8%
TE vs CSGP
-61.9%
+34.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.7% |
| 7D | -4.0% | -4.1% | +0.1% | -3.4% |
| 30D | -15.9% | +2.3% | -18.2% | -16.5% |
| 3M | -60.5% | -8.2% | -52.4% | -60.0% |
| 6M | -35.2% | -35.1% | -0.1% | -25.0% |
| YTD | -31.1% | -54.0% | +22.9% | -8.0% |
| 1Y | +148.6% | -65.3% | +214.0% | +281.0% |
| All | -27.8% | -61.9% | +34.1% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling