+3,446.1%
CSGP vs ED
+828.5%
+2,617.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +3.0% |
| 7D | +18.3% | +5.4% | +12.9% | +16.3% |
| 30D | +17.8% | +16.4% | +1.4% | +12.3% |
| 3M | +9.3% | +11.9% | -2.6% | +5.4% |
| 6M | -7.9% | +11.6% | -19.5% | -11.1% |
| YTD | -51.5% | +24.1% | -75.7% | -55.1% |
| 1Y | -53.3% | +26.9% | -80.2% | -57.1% |
| 3Y | -57.9% | +47.9% | -105.8% | -63.7% |
| 5Y | -61.3% | +87.5% | -148.8% | -69.5% |
| 10Y | +77.5% | +133.2% | -55.7% | +25.1% |
| All | +3,446.1% | +828.5% | +2,617.6% | +1,496.4% |
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 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