+65.2%
CSGP vs ENB
+100.6%
-35.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.1% | -3.8% |
| 7D | +1.3% | -5.2% | +6.5% | +3.2% |
| 30D | +10.7% | +2.2% | +8.5% | +9.9% |
| 3M | +3.3% | -8.1% | +11.3% | +6.2% |
| 6M | -10.3% | -11.2% | +0.8% | -6.8% |
| YTD | -54.6% | +2.0% | -56.6% | -55.3% |
| 1Y | -54.6% | +4.1% | -58.7% | -55.8% |
| 3Y | -60.3% | +64.7% | -125.1% | -67.7% |
| 5Y | -63.3% | +46.6% | -109.9% | -69.0% |
| All | +65.2% | +100.6% | -35.4% | +18.8% |
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