-58.4%
CSGP vs EFV
+86.9%
-145.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.6% |
| 7D | +13.9% | +0.3% | +13.6% | +13.7% |
| 30D | +16.0% | +1.2% | +14.8% | +15.3% |
| 3M | +6.1% | -2.1% | +8.2% | +7.3% |
| 6M | -8.2% | +6.4% | -14.6% | -11.7% |
| YTD | -52.3% | +14.8% | -67.1% | -57.3% |
| 1Y | -54.5% | +22.4% | -76.9% | -61.5% |
| All | -58.4% | +86.9% | -145.2% | -76.5% |
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