+65.1%
CSGP vs ELV
+280.6%
-215.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.7% |
| 7D | -3.2% | +3.8% | -7.0% | -4.2% |
| 30D | +2.2% | +4.1% | -1.9% | +1.2% |
| 3M | -3.7% | +8.5% | -12.2% | -5.8% |
| 6M | -7.4% | +14.6% | -22.0% | -11.3% |
| YTD | -54.9% | +24.4% | -79.3% | -58.3% |
| 1Y | -54.9% | +44.2% | -99.1% | -60.3% |
| 3Y | -61.9% | -1.4% | -60.5% | -63.3% |
| 5Y | -63.1% | +8.8% | -71.9% | -66.3% |
| 10Y | +65.1% | +268.4% | -203.2% | +1.4% |
| All | +65.1% | +280.6% | -215.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling