-54.6%
CSGP vs ED
+26.3%
-81.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -4.1% |
| 7D | +1.3% | +1.6% | -0.4% | +1.0% |
| 30D | +10.7% | +13.3% | -2.6% | +10.5% |
| 3M | +3.3% | +9.7% | -6.4% | +2.7% |
| 6M | -10.3% | +12.8% | -23.1% | -9.6% |
| YTD | -54.6% | +22.3% | -76.9% | -54.0% |
| 1Y | -54.6% | +26.3% | -80.9% | -53.9% |
| All | -54.6% | +26.3% | -81.0% | -53.9% |
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