-63.1%
CSGP vs EFV
+92.6%
-155.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | -3.2% | +2.1% | -5.3% | -4.6% |
| 30D | +2.2% | +3.1% | -0.8% | +0.2% |
| 3M | -3.7% | -1.3% | -2.3% | -2.7% |
| 6M | -7.4% | +6.0% | -13.5% | -11.6% |
| YTD | -54.9% | +15.8% | -70.7% | -60.5% |
| 1Y | -54.9% | +21.1% | -76.0% | -62.0% |
| 3Y | -61.9% | +91.0% | -152.9% | -78.7% |
| 5Y | -63.1% | +94.3% | -157.4% | -79.9% |
| All | -63.1% | +92.6% | -155.7% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling