-63.1%
CSGP vs EIX
+18.4%
-81.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -3.2% | +1.0% | -4.1% | -3.4% |
| 30D | +2.2% | +8.9% | -6.6% | 0.0% |
| 3M | -3.7% | -9.8% | +6.1% | -2.5% |
| 6M | -7.4% | -10.2% | +2.8% | -6.5% |
| YTD | -54.9% | +5.9% | -60.8% | -57.6% |
| 1Y | -54.9% | +10.9% | -65.8% | -58.3% |
| 3Y | -61.9% | +10.2% | -72.1% | -66.0% |
| 5Y | -63.1% | +17.0% | -80.1% | -69.8% |
| All | -63.1% | +18.4% | -81.5% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling