-64.8%
CSGP vs ED
+67.1%
-131.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +2.3% | -0.1% | +2.5% | +2.3% |
| 3M | -8.2% | +3.9% | -12.1% | -8.9% |
| 6M | -35.1% | -3.0% | -32.0% | -34.7% |
| YTD | -54.0% | +10.7% | -64.7% | -55.4% |
| 1Y | -65.3% | +13.3% | -78.7% | -66.6% |
| 3Y | -62.6% | +34.5% | -97.1% | -66.7% |
| All | -64.8% | +67.1% | -131.8% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling