+3,388.4%
CSGP vs EL
+748.2%
+2,640.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.4% |
| 7D | +13.9% | -1.1% | +15.0% | +14.2% |
| 30D | +16.0% | +15.3% | +0.7% | +10.7% |
| 3M | +6.1% | +24.2% | -18.1% | -1.5% |
| 6M | -8.2% | +30.9% | -39.0% | -16.8% |
| YTD | -52.3% | +3.9% | -56.2% | -54.3% |
| 1Y | -54.5% | +19.9% | -74.4% | -58.4% |
| 3Y | -58.6% | +2.5% | -61.1% | -62.9% |
| 5Y | -61.5% | -66.7% | +5.2% | -50.5% |
| 10Y | +74.7% | +54.9% | +19.8% | +30.4% |
| All | +3,388.4% | +748.2% | +2,640.2% | +1,183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling