+65.2%
CSGP vs EAT
+378.4%
-313.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.3% |
| 7D | +1.3% | -2.6% | +3.9% | +1.6% |
| 30D | +10.7% | +11.5% | -0.8% | +8.6% |
| 3M | +3.3% | -9.1% | +12.4% | +3.9% |
| 6M | -10.3% | +40.4% | -50.8% | -15.5% |
| YTD | -54.6% | +43.9% | -98.5% | -57.8% |
| 1Y | -54.6% | +101.9% | -156.6% | -60.1% |
| 3Y | -60.3% | +489.9% | -550.2% | -71.2% |
| 5Y | -63.3% | +362.6% | -425.9% | -73.3% |
| All | +65.2% | +378.4% | -313.1% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling