+73.3%
CSGP vs EIX
+32.7%
+40.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | +13.9% | +2.5% | +11.4% | +13.2% |
| 30D | +16.0% | +14.1% | +1.9% | +12.3% |
| 3M | +6.1% | -9.4% | +15.5% | +7.3% |
| 6M | -8.2% | -9.1% | +0.9% | -7.5% |
| YTD | -52.3% | +7.1% | -59.5% | -54.4% |
| 1Y | -54.5% | +13.3% | -67.8% | -57.2% |
| 3Y | -58.6% | +10.9% | -69.5% | -61.4% |
| 5Y | -61.5% | +21.0% | -82.5% | -65.1% |
| All | +73.3% | +32.7% | +40.6% | +47.9% |
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