-65.3%
CSGP vs EAT
+37.5%
-102.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +2.3% | +1.9% | +0.4% | +2.2% |
| 3M | -8.2% | +68.7% | -76.8% | -8.2% |
| 6M | -35.1% | +66.9% | -102.0% | -34.9% |
| YTD | -54.0% | +60.4% | -114.4% | -54.5% |
| 1Y | -65.3% | +44.0% | -109.3% | -65.5% |
| All | -65.3% | +37.5% | -102.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling