+1,747.3%
CSGP vs ELV
+2,609.0%
-861.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +13.9% | +2.4% | +11.5% | +13.1% |
| 30D | +16.0% | +8.0% | +8.0% | +13.5% |
| 3M | +6.1% | +10.9% | -4.8% | +2.9% |
| 6M | -8.2% | +18.0% | -26.2% | -13.0% |
| YTD | -52.3% | +25.0% | -77.4% | -56.2% |
| 1Y | -54.5% | +38.5% | -93.0% | -59.6% |
| 3Y | -58.6% | +1.0% | -59.5% | -60.6% |
| 5Y | -61.5% | +10.1% | -71.6% | -64.9% |
| 10Y | +74.7% | +315.6% | -241.0% | -0.2% |
| All | +1,747.3% | +2,609.0% | -861.7% | +383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling