+232.1%
W vs CSGP
+63.3%
+168.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.2% | +2.0% |
| 7D | -3.6% | +1.3% | -4.9% | -4.6% |
| 30D | +7.0% | +10.7% | -3.7% | -4.3% |
| 3M | +7.4% | +3.3% | +4.1% | -0.2% |
| 6M | +69.3% | -10.3% | +79.6% | +70.5% |
| YTD | +11.3% | -54.6% | +65.8% | +87.9% |
| 1Y | +13.2% | -54.6% | +67.9% | +90.2% |
| 3Y | +142.0% | -60.3% | +202.4% | +348.8% |
| 5Y | -54.6% | -63.3% | +8.7% | -6.8% |
| All | +232.1% | +63.3% | +168.8% | +142.4% |
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