-16.6%
TLT vs CSGP
+63.3%
-79.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | +6.2% | +10.7% | -4.5% | +6.2% |
| 3M | +0.1% | +3.3% | -3.2% | +0.1% |
| 6M | -3.0% | -10.3% | +7.4% | -3.0% |
| YTD | -2.7% | -54.6% | +51.8% | -3.0% |
| 1Y | -4.8% | -54.6% | +49.8% | -5.1% |
| 3Y | +6.9% | -60.3% | +67.3% | +6.8% |
| 5Y | -34.5% | -63.3% | +28.9% | -34.7% |
| All | -16.6% | +63.3% | -79.9% | -8.6% |
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