-63.2%
CSGP vs EFV
+87.6%
-150.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.7% |
| 7D | +1.3% | -0.7% | +1.9% | +1.8% |
| 30D | +10.7% | +0.9% | +9.8% | +10.1% |
| 3M | +3.3% | -3.6% | +6.8% | +6.1% |
| 6M | -10.3% | +2.5% | -12.9% | -12.3% |
| YTD | -54.6% | +13.2% | -67.8% | -59.5% |
| 1Y | -54.6% | +20.3% | -75.0% | -61.8% |
| 3Y | -60.3% | +84.9% | -145.3% | -77.2% |
| All | -63.2% | +87.6% | -150.8% | -79.4% |
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