-62.8%
CSGP vs EOSE
+4.6%
-67.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.9% | -13.3% | -2.7% |
| 7D | -4.1% | +19.0% | -23.1% | -4.5% |
| 30D | +2.3% | +1.6% | +0.7% | +2.2% |
| 3M | -8.2% | -52.0% | +43.8% | -6.6% |
| 6M | -35.1% | -42.5% | +7.5% | -34.7% |
| YTD | -54.0% | -66.1% | +12.1% | -53.1% |
| 1Y | -65.3% | -47.1% | -18.2% | -65.7% |
| All | -62.8% | +4.6% | -67.4% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling