+55.6%
CSGP vs ECL
+192.9%
-137.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | 0.0% |
| 7D | -6.1% | -0.5% | -5.6% | -5.8% |
| 30D | +0.3% | +6.6% | -6.2% | -2.8% |
| 3M | -1.3% | +9.6% | -10.9% | -5.8% |
| 6M | -8.9% | +21.6% | -30.5% | -17.9% |
| YTD | -55.2% | +16.9% | -72.1% | -59.1% |
| 1Y | -56.4% | +17.9% | -74.3% | -60.3% |
| 3Y | -62.2% | +76.5% | -138.7% | -72.8% |
| 5Y | -63.7% | +36.6% | -100.3% | -70.8% |
| All | +55.6% | +192.9% | -137.3% | -6.0% |
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