+3,446.1%
CSGP vs ECL
+2,716.1%
+730.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +2.2% |
| 7D | +18.3% | +7.7% | +10.6% | +13.7% |
| 30D | +17.8% | +13.7% | +4.1% | +10.1% |
| 3M | +9.3% | +11.6% | -2.3% | +3.2% |
| 6M | -7.9% | +23.9% | -31.8% | -18.2% |
| YTD | -51.5% | +21.0% | -72.5% | -56.6% |
| 1Y | -53.3% | +23.1% | -76.4% | -58.6% |
| 3Y | -57.9% | +85.9% | -143.8% | -70.6% |
| 5Y | -61.3% | +46.1% | -107.4% | -69.5% |
| 10Y | +77.5% | +217.1% | -139.5% | -12.3% |
| All | +3,446.1% | +2,716.1% | +730.0% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling