-61.5%
CSGP vs EAT
+381.2%
-442.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.1% |
| 7D | +13.9% | -3.3% | +17.2% | +14.4% |
| 30D | +16.0% | +11.7% | +4.3% | +13.5% |
| 3M | +6.1% | -5.9% | +12.0% | +6.3% |
| 6M | -8.2% | +46.7% | -54.9% | -15.0% |
| YTD | -52.3% | +48.2% | -100.5% | -56.5% |
| 1Y | -54.5% | +105.4% | -159.9% | -61.4% |
| 3Y | -58.6% | +502.8% | -561.4% | -74.1% |
| 5Y | -61.5% | +376.3% | -437.8% | -76.0% |
| All | -61.5% | +381.2% | -442.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling