-60.3%
CSGP vs EL
+3.8%
-64.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | +10.7% | +16.5% | -5.8% | +7.4% |
| 3M | +3.3% | +29.2% | -25.9% | -1.9% |
| 6M | -10.3% | +27.9% | -38.2% | -15.0% |
| YTD | -54.6% | +6.2% | -60.8% | -55.8% |
| 1Y | -54.6% | +27.2% | -81.8% | -57.3% |
| 3Y | -60.3% | +3.2% | -63.6% | -64.9% |
| All | -60.3% | +3.8% | -64.1% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling