-53.3%
CSGP vs EAT
+109.8%
-163.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +4.5% |
| 7D | +18.3% | -0.1% | +18.4% | +18.2% |
| 30D | +17.8% | +13.5% | +4.3% | +19.0% |
| 3M | +9.3% | +1.0% | +8.3% | +10.0% |
| 6M | -7.9% | +57.3% | -65.2% | -4.9% |
| YTD | -51.5% | +53.6% | -105.1% | -50.3% |
| 1Y | -53.3% | +110.8% | -164.1% | -53.6% |
| All | -53.3% | +109.8% | -163.2% | -53.6% |
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