+861.4%
TER vs CSGP
+71.3%
+790.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -14.7% |
| 7D | -28.2% | +13.9% | -42.1% | -31.5% |
| 30D | -50.6% | +16.0% | -66.6% | -54.0% |
| 3M | -45.3% | +6.1% | -51.4% | -48.4% |
| 6M | -40.4% | -8.2% | -32.2% | -42.4% |
| YTD | +10.0% | -52.3% | +62.4% | +41.1% |
| 1Y | +13.6% | -54.5% | +68.1% | +48.6% |
| 3Y | +145.2% | -58.6% | +203.8% | +224.1% |
| 5Y | +50.4% | -61.5% | +111.9% | +100.9% |
| All | +861.4% | +71.3% | +790.1% | +353.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling