+62.9%
CSGP vs EAT
+321.8%
-258.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.4% |
| 7D | -3.2% | -5.9% | +2.8% | -2.3% |
| 30D | +2.2% | +0.7% | +1.6% | +1.7% |
| 3M | -3.7% | -14.2% | +10.6% | -2.3% |
| 6M | -7.4% | +40.7% | -48.2% | -12.9% |
| YTD | -54.9% | +36.0% | -90.9% | -57.8% |
| 1Y | -54.9% | +83.1% | -137.9% | -59.8% |
| 3Y | -61.9% | +474.8% | -536.7% | -72.3% |
| 5Y | -63.1% | +347.6% | -410.7% | -73.0% |
| All | +62.9% | +321.8% | -258.9% | +12.9% |
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