+65.2%
CSGP vs EIX
+29.5%
+35.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -4.1% |
| 7D | +1.3% | +1.0% | +0.3% | +1.1% |
| 30D | +10.7% | +9.1% | +1.6% | +8.4% |
| 3M | +3.3% | -10.2% | +13.5% | +4.6% |
| 6M | -10.3% | -11.2% | +0.9% | -9.1% |
| YTD | -54.6% | +4.5% | -59.0% | -56.3% |
| 1Y | -54.6% | +10.9% | -65.5% | -57.1% |
| 3Y | -60.3% | +8.4% | -68.8% | -62.8% |
| 5Y | -63.3% | +18.0% | -81.3% | -66.6% |
| All | +65.2% | +29.5% | +35.8% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling