-63.3%
CSGP vs EOSE
-81.3%
+18.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.0% | -5.8% | +1.9% |
| 7D | -1.8% | +6.8% | -8.6% | -2.2% |
| 30D | +5.3% | -25.4% | +30.7% | +6.4% |
| 3M | +3.3% | -54.7% | +58.0% | +6.5% |
| 6M | -4.7% | -76.5% | +71.9% | +0.9% |
| YTD | -53.5% | -83.6% | +30.1% | -50.7% |
| 1Y | -53.7% | -89.7% | +36.0% | -49.7% |
| 3Y | -59.7% | +38.7% | -98.5% | -66.0% |
| 5Y | -62.5% | -82.9% | +20.4% | -68.2% |
| All | -63.3% | -81.3% | +18.0% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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