+67.3%
CSGP vs ECL
+205.6%
-138.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +1.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.5% |
| 30D | +5.3% | +8.8% | -3.5% | +0.8% |
| 3M | +3.3% | +7.8% | -4.5% | -0.6% |
| 6M | -4.7% | +21.3% | -26.0% | -14.0% |
| YTD | -53.5% | +17.8% | -71.3% | -57.7% |
| 1Y | -53.7% | +21.1% | -74.8% | -58.5% |
| 3Y | -59.7% | +80.1% | -139.8% | -71.3% |
| 5Y | -62.5% | +40.5% | -103.0% | -70.2% |
| 10Y | +67.3% | +197.7% | -130.5% | +6.1% |
| All | +67.3% | +205.6% | -138.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling