-63.7%
CSGP vs EOSE
-83.5%
+19.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.5% | -0.1% |
| 7D | -6.1% | -3.7% | -2.4% | -6.0% |
| 30D | +0.3% | -22.0% | +22.3% | +1.1% |
| 3M | -1.3% | -57.3% | +56.0% | +2.1% |
| 6M | -8.9% | -77.7% | +68.7% | -3.2% |
| YTD | -55.2% | -84.2% | +29.0% | -52.3% |
| 1Y | -56.4% | -89.5% | +33.1% | -52.5% |
| 3Y | -62.2% | +41.4% | -103.6% | -68.8% |
| 5Y | -63.7% | -83.0% | +19.3% | -64.1% |
| All | -63.7% | -83.5% | +19.8% | -64.1% |
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