+44.1%
CSGP vs ENB
+116.8%
-72.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.1% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | +2.3% | -2.2% | +4.6% | +3.0% |
| 3M | -8.2% | -10.5% | +2.3% | -4.7% |
| 6M | -35.1% | -5.1% | -30.0% | -34.1% |
| YTD | -54.0% | +9.0% | -63.0% | -55.8% |
| 1Y | -65.3% | +8.2% | -73.5% | -66.6% |
| 3Y | -62.6% | +67.8% | -130.3% | -69.7% |
| 5Y | -64.8% | +69.4% | -134.2% | -71.7% |
| All | +44.1% | +116.8% | -72.6% | +1.8% |
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