-60.6%
CSGP vs EFV
+86.1%
-146.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.9% |
| 7D | +1.3% | -0.7% | +1.9% | +1.7% |
| 30D | +10.7% | +0.9% | +9.8% | +10.3% |
| 3M | +3.3% | -3.6% | +6.8% | +5.4% |
| 6M | -10.3% | +2.5% | -12.9% | -11.7% |
| YTD | -54.6% | +13.2% | -67.8% | -59.0% |
| 1Y | -54.6% | +20.3% | -75.0% | -61.2% |
| All | -60.6% | +86.1% | -146.7% | -78.5% |
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