-61.5%
CSGP vs ED
+86.8%
-148.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +13.9% | +5.2% | +8.7% | +12.3% |
| 30D | +16.0% | +15.5% | +0.5% | +11.9% |
| 3M | +6.1% | +13.0% | -6.9% | +2.8% |
| 6M | -8.2% | +13.1% | -21.3% | -11.0% |
| YTD | -52.3% | +25.3% | -77.6% | -55.3% |
| 1Y | -54.5% | +30.5% | -85.0% | -57.9% |
| 3Y | -58.6% | +49.3% | -107.9% | -64.3% |
| 5Y | -61.5% | +84.6% | -146.1% | -69.4% |
| All | -61.5% | +86.8% | -148.3% | -69.4% |
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