-63.2%
CSGP vs EOSE
-84.9%
+21.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -7.4% | +2.8% | -4.3% |
| 7D | +1.3% | -7.9% | +9.2% | +1.6% |
| 30D | +10.7% | -43.9% | +54.6% | +13.4% |
| 3M | +3.3% | -55.8% | +59.1% | +6.7% |
| 6M | -10.3% | -73.4% | +63.1% | -5.9% |
| YTD | -54.6% | -84.8% | +30.3% | -51.5% |
| 1Y | -54.6% | -88.6% | +34.0% | -50.9% |
| 3Y | -60.3% | -2.8% | -57.5% | -66.3% |
| All | -63.2% | -84.9% | +21.7% | -64.2% |
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 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