-62.8%
CSGP vs EIX
-3.3%
-59.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.6% |
| 7D | -4.1% | -19.1% | +15.0% | -0.4% |
| 30D | +2.3% | -16.9% | +19.2% | +5.2% |
| 3M | -8.2% | -20.0% | +11.8% | -4.7% |
| 6M | -35.1% | -21.3% | -13.7% | -32.6% |
| YTD | -54.0% | -1.7% | -52.3% | -55.9% |
| 1Y | -65.3% | +9.6% | -74.9% | -68.1% |
| All | -62.8% | -3.3% | -59.4% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling