+55.6%
CSGP vs EFV
+162.4%
-106.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -6.1% | +0.7% | -6.8% | -6.5% |
| 30D | +0.3% | +2.0% | -1.7% | -0.9% |
| 3M | -1.3% | -1.6% | +0.3% | -0.1% |
| 6M | -8.9% | +5.8% | -14.7% | -12.8% |
| YTD | -55.2% | +15.6% | -70.9% | -60.3% |
| 1Y | -56.4% | +19.0% | -75.4% | -62.2% |
| 3Y | -62.2% | +90.7% | -152.9% | -77.1% |
| 5Y | -63.7% | +92.8% | -156.4% | -78.2% |
| All | +55.6% | +162.4% | -106.8% | -27.7% |
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