-53.2%
TE vs CSGP
-51.3%
-1.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +2.0% |
| 7D | -4.0% | -4.1% | +0.1% | -2.9% |
| 30D | -15.9% | +2.3% | -18.2% | -16.9% |
| 3M | -60.5% | -8.2% | -52.4% | -60.4% |
| 6M | -35.2% | -35.1% | -0.1% | -26.7% |
| YTD | -31.1% | -54.0% | +22.9% | -11.8% |
| 1Y | +148.6% | -65.3% | +214.0% | +254.7% |
| 3Y | -26.4% | -62.6% | +36.2% | +0.3% |
| 5Y | -48.0% | -64.8% | +16.8% | -33.3% |
| All | -53.2% | -51.3% | -1.9% | -41.0% |
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