-55.8%
CSGP vs EFV
+20.5%
-76.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.1% | -1.0% | -6.1% | -7.2% |
| 30D | +3.6% | +3.1% | +0.5% | +3.8% |
| 3M | -2.7% | -1.2% | -1.5% | -3.2% |
| 6M | -8.0% | +5.6% | -13.7% | -6.7% |
| YTD | -55.0% | +15.8% | -70.8% | -57.0% |
| 1Y | -55.8% | +20.0% | -75.8% | -58.8% |
| All | -55.8% | +20.5% | -76.3% | -58.8% |
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