-64.8%
CSGP vs ECL
+31.2%
-96.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | -2.6% | -1.5% | -2.6% |
| 30D | +2.3% | -2.2% | +4.5% | +3.7% |
| 3M | -8.2% | +10.1% | -18.3% | -13.2% |
| 6M | -35.1% | -5.7% | -29.3% | -33.0% |
| YTD | -54.0% | +7.0% | -61.0% | -56.3% |
| 1Y | -65.3% | +2.7% | -68.0% | -66.2% |
| 3Y | -62.6% | +57.7% | -120.3% | -73.2% |
| All | -64.8% | +31.2% | -96.0% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling