-62.8%
CSGP vs EL
-31.7%
-31.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.9% |
| 7D | -4.1% | +0.8% | -4.9% | -4.2% |
| 30D | +2.3% | +19.8% | -17.5% | -1.1% |
| 3M | -8.2% | +25.7% | -33.9% | -11.9% |
| 6M | -35.1% | +5.4% | -40.5% | -36.3% |
| YTD | -54.0% | +0.2% | -54.2% | -54.7% |
| 1Y | -65.3% | +20.4% | -85.7% | -66.9% |
| All | -62.8% | -31.7% | -31.1% | -62.8% |
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 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