+2,730.7%
TER vs CSGP
+3,334.4%
-603.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.3% |
| 7D | +0.6% | -4.1% | +4.7% | +2.0% |
| 30D | -8.3% | +2.3% | -10.6% | -9.9% |
| 3M | -12.2% | -8.2% | -4.0% | -13.0% |
| 6M | +17.1% | -35.1% | +52.1% | +30.1% |
| YTD | +84.7% | -54.0% | +138.7% | +127.4% |
| 1Y | +199.9% | -65.3% | +265.2% | +304.8% |
| 3Y | +232.8% | -62.6% | +295.3% | +331.9% |
| 5Y | +198.6% | -64.8% | +263.4% | +289.2% |
| 10Y | +1,669.7% | +45.1% | +1,624.7% | +1,302.9% |
| All | +2,730.7% | +3,334.4% | -603.8% | +770.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling