+60.0%
CSGP vs ELV
+268.6%
-208.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.3% | +1.0% | +0.4% | +1.0% |
| 30D | +2.8% | +0.4% | +2.4% | +2.8% |
| 3M | -6.3% | +8.4% | -14.7% | -8.4% |
| 6M | -3.2% | +8.4% | -11.6% | -5.7% |
| YTD | -54.0% | +24.4% | -78.3% | -57.4% |
| 1Y | -54.8% | +33.5% | -88.3% | -59.2% |
| 3Y | -60.6% | -2.1% | -58.5% | -61.9% |
| 5Y | -62.6% | +5.8% | -68.4% | -65.5% |
| All | +60.0% | +268.6% | -208.5% | +4.7% |
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