+55.6%
CSGP vs ED
+143.7%
-88.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.1% | -1.7% | -4.4% | -5.6% |
| 30D | +0.3% | +10.7% | -10.4% | -2.3% |
| 3M | -1.3% | +11.6% | -13.0% | -4.1% |
| 6M | -8.9% | +13.5% | -22.4% | -11.9% |
| YTD | -55.2% | +23.1% | -78.4% | -57.9% |
| 1Y | -56.4% | +23.1% | -79.5% | -59.0% |
| 3Y | -62.2% | +47.9% | -110.1% | -66.8% |
| 5Y | -63.7% | +83.9% | -147.6% | -70.2% |
| All | +55.6% | +143.7% | -88.1% | +26.8% |
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