+540.8%
CSGP vs EFV
+258.8%
+281.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -4.1% | +1.5% | -5.6% | -5.1% |
| 30D | +2.3% | +1.7% | +0.6% | +1.1% |
| 3M | -8.2% | +8.6% | -16.8% | -13.7% |
| 6M | -35.1% | +11.7% | -46.7% | -40.5% |
| YTD | -54.0% | +19.3% | -73.3% | -60.0% |
| 1Y | -65.3% | +30.2% | -95.5% | -71.7% |
| 3Y | -62.6% | +91.6% | -154.1% | -76.8% |
| 5Y | -64.8% | +96.4% | -161.2% | -78.6% |
| 10Y | +45.1% | +166.5% | -121.4% | -30.2% |
| All | +540.8% | +258.8% | +281.9% | +152.6% |
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