-54.8%
CSGP vs ED
+24.8%
-79.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +1.3% | +2.1% | -0.7% | +0.8% |
| 30D | +2.8% | +10.4% | -7.6% | +1.8% |
| 3M | -6.3% | +12.5% | -18.9% | -7.2% |
| 6M | -3.2% | +14.9% | -18.1% | -2.7% |
| YTD | -54.0% | +24.8% | -78.8% | -53.1% |
| 1Y | -54.8% | +23.8% | -78.7% | -53.7% |
| All | -54.8% | +24.8% | -79.6% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling