-54.6%
CSGP vs ELF
+29.9%
-84.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.7% | -10.4% | -5.3% |
| 7D | +1.3% | +4.0% | -2.7% | +0.8% |
| 30D | +10.7% | +10.6% | +0.1% | +9.3% |
| 3M | +3.3% | +25.8% | -22.5% | +0.3% |
| 6M | -10.3% | +89.1% | -99.4% | -15.8% |
| YTD | -54.6% | +52.7% | -107.3% | -55.6% |
| 1Y | -54.6% | +51.7% | -106.4% | -55.6% |
| All | -54.6% | +29.9% | -84.5% | -55.6% |
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