-24.7%
U vs CSGP
-63.4%
+38.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.7% | +10.2% | +8.8% |
| 7D | +36.6% | +1.3% | +35.3% | +34.6% |
| 30D | +13.3% | +10.7% | +2.6% | +0.8% |
| 3M | +26.2% | +3.3% | +22.9% | +16.8% |
| 6M | +88.7% | -10.3% | +99.1% | +89.5% |
| YTD | +16.6% | -54.6% | +71.1% | +103.9% |
| 1Y | +29.0% | -54.6% | +83.6% | +124.0% |
| 3Y | +99.5% | -60.3% | +159.8% | +263.8% |
| 5Y | -66.1% | -63.3% | -2.8% | -36.7% |
| All | -24.7% | -63.4% | +38.7% | +28.5% |
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 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