-61.5%
CSGP vs ELF
+259.2%
-320.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.2% |
| 7D | +13.9% | -2.7% | +16.6% | +14.3% |
| 30D | +16.0% | +6.9% | +9.1% | +14.9% |
| 3M | +6.1% | +27.2% | -21.1% | +2.4% |
| 6M | -8.2% | +84.9% | -93.0% | -16.2% |
| YTD | -52.3% | +44.5% | -96.8% | -55.3% |
| 1Y | -54.5% | -6.8% | -47.7% | -55.2% |
| 3Y | -58.6% | +14.2% | -72.8% | -65.1% |
| 5Y | -61.5% | +250.6% | -312.1% | -81.9% |
| All | -61.5% | +259.2% | -320.7% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling