-56.4%
CSGP vs EAT
+84.8%
-141.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.7% |
| 7D | -6.1% | -7.1% | +1.0% | -6.6% |
| 30D | +0.3% | -2.3% | +2.7% | +0.6% |
| 3M | -1.3% | -19.6% | +18.3% | -1.8% |
| 6M | -8.9% | +46.0% | -54.9% | -6.2% |
| YTD | -55.2% | +37.7% | -92.9% | -54.2% |
| 1Y | -56.4% | +73.8% | -130.2% | -55.8% |
| All | -56.4% | +84.8% | -141.2% | -55.8% |
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