-64.8%
CSGP vs EAT
+350.4%
-415.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +2.3% | +1.9% | +0.4% | +1.7% |
| 3M | -8.2% | +68.7% | -76.8% | -16.2% |
| 6M | -35.1% | +66.9% | -102.0% | -41.1% |
| YTD | -54.0% | +60.4% | -114.4% | -58.3% |
| 1Y | -65.3% | +44.0% | -109.3% | -68.0% |
| 3Y | -62.6% | +604.7% | -667.2% | -76.9% |
| All | -64.8% | +350.4% | -415.2% | -78.2% |
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