+564.4%
CSGP vs EFV
+245.4%
+319.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.3% |
| 7D | +13.9% | +0.3% | +13.6% | +13.7% |
| 30D | +16.0% | +1.2% | +14.8% | +15.2% |
| 3M | +6.1% | -2.1% | +8.2% | +7.7% |
| 6M | -8.2% | +6.4% | -14.6% | -12.7% |
| YTD | -52.3% | +14.8% | -67.1% | -57.4% |
| 1Y | -54.5% | +22.4% | -76.9% | -61.2% |
| 3Y | -58.6% | +86.6% | -145.2% | -73.9% |
| 5Y | -61.5% | +90.4% | -151.9% | -76.0% |
| 10Y | +74.7% | +164.4% | -89.8% | -15.6% |
| All | +564.4% | +245.4% | +319.0% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling