-60.3%
CSGP vs ELV
-0.8%
-59.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.5% |
| 7D | +1.3% | +1.3% | -0.1% | +1.1% |
| 30D | +10.7% | +5.3% | +5.4% | +10.3% |
| 3M | +3.3% | +9.2% | -5.9% | +2.7% |
| 6M | -10.3% | +14.5% | -24.9% | -11.2% |
| YTD | -54.6% | +23.2% | -77.8% | -55.2% |
| 1Y | -54.6% | +38.0% | -92.7% | -56.0% |
| 3Y | -60.3% | -1.5% | -58.8% | -60.3% |
| All | -60.3% | -0.8% | -59.6% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling