+3,264.4%
CSGP vs EAT
+3,836.4%
-572.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -8.2% | +68.7% | -76.8% | -17.8% |
| 6M | -35.1% | +66.9% | -102.0% | -42.4% |
| YTD | -54.0% | +60.4% | -114.4% | -59.1% |
| 1Y | -65.3% | +44.0% | -109.3% | -68.6% |
| 3Y | -62.6% | +604.7% | -667.2% | -76.7% |
| 5Y | -64.8% | +347.0% | -411.8% | -76.9% |
| 10Y | +45.1% | +390.8% | -345.7% | -20.9% |
| All | +3,264.4% | +3,836.4% | -572.1% | +867.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling