-58.4%
CSGP vs ECL
+81.2%
-139.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.3% |
| 7D | +13.9% | +1.7% | +12.2% | +13.1% |
| 30D | +16.0% | +8.9% | +7.1% | +11.9% |
| 3M | +6.1% | +7.4% | -1.3% | +2.9% |
| 6M | -8.2% | +19.3% | -27.5% | -14.7% |
| YTD | -52.3% | +17.4% | -69.8% | -55.7% |
| 1Y | -54.5% | +19.4% | -73.9% | -58.0% |
| All | -58.4% | +81.2% | -139.6% | -69.1% |
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 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