-7.9%
CSGP vs ELF
+89.2%
-97.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.8% |
| 7D | +18.3% | -1.5% | +19.8% | +18.5% |
| 30D | +17.8% | +9.5% | +8.3% | +16.4% |
| 3M | +9.3% | +29.4% | -20.1% | +5.8% |
| 6M | -7.9% | +83.7% | -91.6% | -11.2% |
| All | -7.9% | +89.2% | -97.1% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling