-54.8%
CSGP vs ELF
+53.2%
-108.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.1% | +2.4% |
| 7D | +1.3% | +1.6% | -0.2% | +1.1% |
| 30D | +2.8% | +9.1% | -6.3% | +1.6% |
| 3M | -6.3% | +28.2% | -34.5% | -9.3% |
| 6M | -3.2% | +119.5% | -122.7% | -10.9% |
| YTD | -54.0% | +55.2% | -109.1% | -55.1% |
| 1Y | -54.8% | +58.6% | -113.4% | -56.3% |
| All | -54.8% | +53.2% | -108.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling