-54.5%
CSGP vs ENB
+8.2%
-62.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.8% |
| 7D | +13.9% | -2.4% | +16.2% | +13.6% |
| 30D | +16.0% | +3.4% | +12.6% | +16.4% |
| 3M | +6.1% | -6.1% | +12.2% | +4.7% |
| 6M | -8.2% | -10.0% | +1.9% | -9.3% |
| YTD | -52.3% | +4.7% | -57.0% | -50.0% |
| 1Y | -54.5% | +7.5% | -62.0% | -52.2% |
| All | -54.5% | +8.2% | -62.7% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling