-65.3%
CSGP vs EFV
+30.7%
-96.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | +1.5% | -5.6% | -3.9% |
| 30D | +2.3% | +1.7% | +0.6% | +2.5% |
| 3M | -8.2% | +8.6% | -16.8% | -7.0% |
| 6M | -35.1% | +11.7% | -46.7% | -34.6% |
| YTD | -54.0% | +19.3% | -73.3% | -56.9% |
| 1Y | -65.3% | +30.2% | -95.5% | -70.2% |
| All | -65.3% | +30.7% | -96.0% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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