-63.2%
CSGP vs ELF
+266.1%
-329.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.7% | -10.4% | -5.5% |
| 7D | +1.3% | +4.0% | -2.7% | +0.7% |
| 30D | +10.7% | +10.6% | +0.1% | +9.0% |
| 3M | +3.3% | +25.8% | -22.5% | -0.2% |
| 6M | -10.3% | +89.1% | -99.4% | -18.4% |
| YTD | -54.6% | +52.7% | -107.3% | -57.8% |
| 1Y | -54.6% | +51.7% | -106.4% | -57.9% |
| 3Y | -60.3% | +14.2% | -74.6% | -66.4% |
| All | -63.2% | +266.1% | -329.4% | -83.0% |
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