+3,264.4%
CSGP vs EIX
+377.6%
+2,886.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.6% |
| 7D | -4.1% | -19.1% | +15.0% | -0.7% |
| 30D | +2.3% | -16.9% | +19.2% | +5.2% |
| 3M | -8.2% | -20.0% | +11.8% | -4.9% |
| 6M | -35.1% | -21.3% | -13.7% | -32.7% |
| YTD | -54.0% | -1.7% | -52.3% | -54.6% |
| 1Y | -65.3% | +9.6% | -74.9% | -66.6% |
| 3Y | -62.6% | -3.7% | -58.9% | -63.3% |
| 5Y | -64.8% | +22.6% | -87.4% | -67.2% |
| 10Y | +45.1% | +17.7% | +27.4% | +31.9% |
| All | +3,264.4% | +377.6% | +2,886.7% | +2,260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling