-62.8%
CSGP vs ECL
+57.4%
-120.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | -2.6% | -1.5% | -2.9% |
| 30D | +2.3% | -2.2% | +4.5% | +3.4% |
| 3M | -8.2% | +10.1% | -18.3% | -11.8% |
| 6M | -35.1% | -5.7% | -29.3% | -33.2% |
| YTD | -54.0% | +7.0% | -61.0% | -55.7% |
| 1Y | -65.3% | +2.7% | -68.0% | -65.9% |
| All | -62.8% | +57.4% | -120.2% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling