-11.6%
CSGP vs EQX
+244.1%
-255.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | -5.4% | +1.7% | -7.1% | -5.5% |
| 30D | -6.0% | +11.1% | -17.1% | -6.7% |
| 3M | -12.8% | +23.1% | -35.9% | -14.2% |
| 6M | -38.9% | -21.8% | -17.1% | -38.2% |
| YTD | -56.0% | -8.1% | -47.9% | -56.2% |
| 1Y | -66.4% | +29.7% | -96.1% | -67.6% |
| 3Y | -64.2% | +179.9% | -244.1% | -68.5% |
| 5Y | -67.0% | +82.5% | -149.5% | -71.0% |
| All | -11.6% | +244.1% | -255.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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