+67.3%
CSGP vs EIX
+30.9%
+36.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +5.3% | +8.8% | -3.5% | +3.2% |
| 3M | +3.3% | -10.9% | +14.2% | +4.9% |
| 6M | -4.7% | -10.3% | +5.6% | -3.6% |
| YTD | -53.5% | +5.8% | -59.4% | -55.5% |
| 1Y | -53.7% | +11.4% | -65.1% | -56.3% |
| 3Y | -59.7% | +11.1% | -70.8% | -62.5% |
| 5Y | -62.5% | +18.5% | -81.0% | -65.9% |
| 10Y | +67.3% | +32.2% | +35.0% | +41.6% |
| All | +67.3% | +30.9% | +36.3% | +41.6% |
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