+55.6%
CSGP vs ENB
+108.4%
-52.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +0.3% | +1.4% | -1.0% | -0.2% |
| 3M | -1.3% | -5.2% | +3.9% | +0.4% |
| 6M | -8.9% | -9.9% | +1.0% | -5.8% |
| YTD | -55.2% | +4.7% | -59.9% | -56.4% |
| 1Y | -56.4% | +2.8% | -59.1% | -57.3% |
| 3Y | -62.2% | +71.3% | -133.5% | -69.7% |
| 5Y | -63.7% | +58.6% | -122.3% | -70.2% |
| All | +55.6% | +108.4% | -52.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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