-63.2%
CSGP vs ENB
+46.5%
-109.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.1% | -3.8% |
| 7D | +1.3% | -5.2% | +6.5% | +3.1% |
| 30D | +10.7% | +2.2% | +8.5% | +9.9% |
| 3M | +3.3% | -8.1% | +11.3% | +6.1% |
| 6M | -10.3% | -11.2% | +0.8% | -6.8% |
| YTD | -54.6% | +2.0% | -56.6% | -55.6% |
| 1Y | -54.6% | +4.1% | -58.7% | -56.1% |
| 3Y | -60.3% | +64.7% | -125.1% | -69.2% |
| All | -63.2% | +46.5% | -109.7% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling