-26.3%
U vs CSGP
-63.7%
+37.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.1% |
| 7D | +24.4% | -3.2% | +27.5% | +26.6% |
| 30D | +7.4% | +2.2% | +5.2% | +1.8% |
| 3M | +16.8% | -3.7% | +20.5% | +14.1% |
| 6M | +78.8% | -7.4% | +86.2% | +75.8% |
| YTD | +14.0% | -54.9% | +68.9% | +100.3% |
| 1Y | +16.7% | -54.9% | +71.6% | +103.4% |
| 3Y | +86.4% | -61.9% | +148.3% | +253.0% |
| 5Y | -71.5% | -63.1% | -8.4% | -46.8% |
| All | -26.3% | -63.7% | +37.3% | +26.2% |
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 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