-53.3%
CSGP vs EL
+25.6%
-78.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +2.6% |
| 7D | +18.3% | +2.5% | +15.8% | +17.5% |
| 30D | +17.8% | +20.1% | -2.3% | +12.9% |
| 3M | +9.3% | +29.3% | -20.0% | +2.5% |
| 6M | -7.9% | +38.8% | -46.7% | -15.2% |
| YTD | -51.5% | +8.1% | -59.7% | -53.9% |
| 1Y | -53.3% | +22.3% | -75.7% | -57.2% |
| All | -53.3% | +25.6% | -78.9% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling