-60.6%
CSGP vs EFV
+91.8%
-152.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.6% |
| 7D | +1.3% | +2.5% | -1.2% | -0.1% |
| 30D | +2.8% | +2.9% | -0.1% | +1.3% |
| 3M | -6.3% | -1.4% | -4.9% | -5.6% |
| 6M | -3.2% | +5.5% | -8.7% | -6.1% |
| YTD | -54.0% | +16.1% | -70.0% | -59.0% |
| 1Y | -54.8% | +20.3% | -75.1% | -61.0% |
| 3Y | -60.6% | +90.4% | -151.0% | -78.3% |
| All | -60.6% | +91.8% | -152.4% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling