+65.2%
CSGP vs ED
+129.3%
-64.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -4.0% |
| 7D | +1.3% | +1.6% | -0.4% | +0.9% |
| 30D | +10.7% | +13.3% | -2.6% | +7.2% |
| 3M | +3.3% | +9.7% | -6.4% | +0.8% |
| 6M | -10.3% | +12.8% | -23.1% | -13.1% |
| YTD | -54.6% | +22.3% | -76.9% | -57.2% |
| 1Y | -54.6% | +26.3% | -80.9% | -57.7% |
| 3Y | -60.3% | +45.0% | -105.4% | -64.9% |
| 5Y | -63.3% | +80.2% | -143.5% | -69.7% |
| All | +65.2% | +129.3% | -64.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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