-31.8%
TE vs CSGP
-60.4%
+28.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +3.7% |
| 7D | -12.6% | +1.3% | -13.9% | -12.7% |
| 30D | -36.7% | +10.7% | -47.4% | -38.0% |
| 3M | -57.5% | +3.3% | -60.8% | -58.1% |
| 6M | -55.2% | -10.3% | -44.9% | -55.0% |
| YTD | -64.7% | -54.6% | -10.1% | -53.1% |
| 1Y | -35.9% | -54.6% | +18.8% | -15.0% |
| 3Y | -31.8% | -60.3% | +28.5% | +16.1% |
| All | -31.8% | -60.4% | +28.6% | +16.1% |
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