-58.4%
CSGP vs EAT
+503.3%
-561.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.4% |
| 7D | +13.9% | -3.3% | +17.2% | +14.1% |
| 30D | +16.0% | +11.7% | +4.3% | +14.8% |
| 3M | +6.1% | -5.9% | +12.0% | +6.4% |
| 6M | -8.2% | +46.7% | -54.9% | -11.8% |
| YTD | -52.3% | +48.2% | -100.5% | -54.6% |
| 1Y | -54.5% | +105.4% | -159.9% | -58.8% |
| All | -58.4% | +503.3% | -561.7% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling