-33.3%
TLT vs CSGP
-64.7%
+31.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -0.4% | -4.1% | +3.6% | -0.2% |
| 30D | -0.6% | +2.3% | -2.9% | -0.7% |
| 3M | -2.7% | -8.2% | +5.4% | -2.5% |
| 6M | -5.6% | -35.1% | +29.4% | -3.8% |
| YTD | -2.8% | -54.0% | +51.2% | +0.7% |
| 1Y | -1.4% | -65.3% | +63.9% | +3.8% |
| 3Y | -1.6% | -62.6% | +61.0% | +2.6% |
| All | -33.3% | -64.7% | +31.4% | -34.2% |
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