+62.6%
CSGP vs EFV
+161.2%
-98.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.1% | -1.0% | -6.1% | -6.4% |
| 30D | +3.6% | +3.1% | +0.5% | +1.6% |
| 3M | -2.7% | -1.2% | -1.5% | -1.8% |
| 6M | -8.0% | +5.6% | -13.7% | -11.9% |
| YTD | -55.0% | +15.8% | -70.8% | -60.1% |
| 1Y | -55.8% | +20.0% | -75.8% | -61.9% |
| 3Y | -62.0% | +91.0% | -152.9% | -77.0% |
| 5Y | -62.9% | +93.7% | -156.6% | -77.8% |
| 10Y | +62.6% | +160.9% | -98.3% | -23.0% |
| All | +62.6% | +161.2% | -98.6% | -23.0% |
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