+3,264.4%
CSGP vs ED
+728.1%
+2,536.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 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% | -9.3% |
| 6M | -35.1% | -3.0% | -32.0% | -34.5% |
| YTD | -54.0% | +10.7% | -64.7% | -55.8% |
| 1Y | -65.3% | +13.3% | -78.7% | -67.0% |
| 3Y | -62.6% | +34.5% | -97.1% | -66.8% |
| 5Y | -64.8% | +67.1% | -132.0% | -71.3% |
| 10Y | +45.1% | +103.0% | -58.0% | +6.9% |
| All | +3,264.4% | +728.1% | +2,536.2% | +1,470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling