-64.8%
CSGP vs ELF
+259.0%
-323.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -4.1% | +5.4% | -9.4% | -4.8% |
| 30D | +2.3% | +27.0% | -24.7% | -1.1% |
| 3M | -8.2% | +113.2% | -121.4% | -17.4% |
| 6M | -35.1% | +36.6% | -71.6% | -38.3% |
| YTD | -54.0% | +44.2% | -98.3% | -56.8% |
| 1Y | -65.3% | -18.0% | -47.3% | -65.2% |
| 3Y | -62.6% | -19.9% | -42.6% | -65.5% |
| All | -64.8% | +259.0% | -323.7% | -83.3% |
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 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