+65.2%
CSGP vs EL
+56.3%
+8.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.3% |
| 7D | +1.3% | +0.8% | +0.5% | +0.9% |
| 30D | +10.7% | +16.5% | -5.8% | +5.5% |
| 3M | +3.3% | +29.2% | -25.9% | -5.0% |
| 6M | -10.3% | +27.9% | -38.2% | -17.8% |
| YTD | -54.6% | +6.2% | -60.8% | -56.6% |
| 1Y | -54.6% | +27.2% | -81.8% | -59.1% |
| 3Y | -60.3% | +3.2% | -63.6% | -64.6% |
| 5Y | -63.3% | -66.0% | +2.7% | -49.8% |
| All | +65.2% | +56.3% | +8.9% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling