-76.8%
TE vs CSGP
-49.5%
-27.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.6% | -14.9% | -16.1% |
| 7D | -20.3% | +13.9% | -34.2% | -22.9% |
| 30D | -40.0% | +16.0% | -56.0% | -43.2% |
| 3M | -58.3% | +6.1% | -64.4% | -59.9% |
| 6M | -57.3% | -8.2% | -49.1% | -58.1% |
| YTD | -65.9% | -52.3% | -13.5% | -57.4% |
| 1Y | -44.3% | -54.5% | +10.2% | -29.1% |
| 3Y | -36.0% | -58.6% | +22.6% | -16.9% |
| 5Y | -80.1% | -61.5% | -18.6% | -75.2% |
| All | -76.8% | -49.5% | -27.3% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling