+67.3%
CSGP vs EFV
+165.2%
-97.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.5% | +0.3% |
| 7D | -1.8% | +1.7% | -3.6% | -2.9% |
| 30D | +5.3% | +3.4% | +1.9% | +2.9% |
| 3M | +3.3% | -1.7% | +5.0% | +4.6% |
| 6M | -4.7% | +6.4% | -11.1% | -9.1% |
| YTD | -53.5% | +16.3% | -69.8% | -59.0% |
| 1Y | -53.7% | +22.9% | -76.7% | -60.9% |
| 3Y | -59.7% | +92.8% | -152.6% | -75.8% |
| 5Y | -62.5% | +93.5% | -156.0% | -77.5% |
| 10Y | +67.3% | +162.1% | -94.9% | -20.6% |
| All | +67.3% | +165.2% | -97.9% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling