+202.8%
TER vs CSGP
-64.7%
+267.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.9% |
| 7D | +0.6% | -4.1% | +4.7% | +1.3% |
| 30D | -8.3% | +2.3% | -10.6% | -9.2% |
| 3M | -12.2% | -8.2% | -4.0% | -11.8% |
| 6M | +17.1% | -35.1% | +52.1% | +31.3% |
| YTD | +84.7% | -54.0% | +138.7% | +131.7% |
| 1Y | +199.9% | -65.3% | +265.2% | +324.5% |
| 3Y | +232.8% | -62.6% | +295.3% | +342.0% |
| All | +202.8% | -64.7% | +267.6% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling