+1,681.6%
CSGP vs ELV
+2,444.2%
-762.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.9% |
| 7D | -4.1% | +3.3% | -7.4% | -5.0% |
| 30D | +2.3% | +4.2% | -1.8% | +1.1% |
| 3M | -8.2% | -0.1% | -8.1% | -8.5% |
| 6M | -35.1% | +41.3% | -76.3% | -42.0% |
| YTD | -54.0% | +17.4% | -71.5% | -57.0% |
| 1Y | -65.3% | +35.1% | -100.4% | -69.1% |
| 3Y | -62.6% | -3.2% | -59.3% | -64.0% |
| 5Y | -64.8% | +15.6% | -80.4% | -68.6% |
| 10Y | +45.1% | +276.8% | -231.7% | -14.7% |
| All | +1,681.6% | +2,444.2% | -762.7% | +375.0% |
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