-54.6%
CSGP vs ELV
+36.4%
-91.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.6% |
| 7D | +1.3% | +1.3% | -0.1% | +1.2% |
| 30D | +10.7% | +5.3% | +5.4% | +10.8% |
| 3M | +3.3% | +9.2% | -5.9% | +3.5% |
| 6M | -10.3% | +14.5% | -24.9% | -9.7% |
| YTD | -54.6% | +23.2% | -77.8% | -53.5% |
| 1Y | -54.6% | +38.0% | -92.7% | -55.1% |
| All | -54.6% | +36.4% | -91.1% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling