-64.8%
CSGP vs EOSE
-71.7%
+6.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.9% | -13.3% | -3.0% |
| 7D | -4.1% | +19.0% | -23.1% | -5.1% |
| 30D | +2.3% | +1.6% | +0.7% | +2.0% |
| 3M | -8.2% | -52.0% | +43.8% | -5.2% |
| 6M | -35.1% | -42.5% | +7.5% | -34.4% |
| YTD | -54.0% | -66.1% | +12.1% | -52.6% |
| 1Y | -65.3% | -47.1% | -18.2% | -65.8% |
| 3Y | -62.6% | +0.8% | -63.3% | -67.5% |
| All | -64.8% | -71.7% | +6.9% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling