+3,264.4%
CSGP vs EL
+718.4%
+2,546.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.4% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | +2.3% | +19.8% | -17.5% | -3.6% |
| 3M | -8.2% | +25.7% | -33.9% | -14.9% |
| 6M | -35.1% | +5.4% | -40.5% | -37.2% |
| YTD | -54.0% | +0.2% | -54.2% | -55.3% |
| 1Y | -65.3% | +20.4% | -85.7% | -68.4% |
| 3Y | -62.6% | -32.1% | -30.4% | -61.7% |
| 5Y | -64.8% | -67.2% | +2.4% | -54.5% |
| 10Y | +45.1% | +31.7% | +13.3% | +14.4% |
| All | +3,264.4% | +718.4% | +2,546.0% | +1,155.8% |
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