-65.8%
CSGP vs EQX
+74.3%
-140.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | -5.1% | +3.8% | -8.9% | -5.3% |
| 30D | +0.3% | +9.4% | -9.0% | -0.2% |
| 3M | -9.1% | +16.8% | -26.0% | -10.1% |
| 6M | -37.3% | -23.7% | -13.6% | -36.5% |
| YTD | -54.9% | -9.6% | -45.3% | -55.0% |
| 1Y | -65.5% | +29.1% | -94.7% | -66.7% |
| 3Y | -63.3% | +175.3% | -238.6% | -67.8% |
| 5Y | -65.8% | +77.3% | -143.1% | -69.9% |
| All | -65.8% | +74.3% | -140.1% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling