-10.1%
CSGP vs EQX
+176.9%
-187.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -6.1% | -8.3% | +2.2% | -5.6% |
| 30D | +0.3% | -4.7% | +5.0% | +0.5% |
| 3M | -1.3% | -10.1% | +8.8% | -0.9% |
| 6M | -8.9% | -29.9% | +21.0% | -7.3% |
| YTD | -55.2% | -26.0% | -29.2% | -54.9% |
| 1Y | -56.4% | -21.0% | -35.4% | -56.3% |
| 3Y | -62.2% | +127.7% | -189.9% | -66.3% |
| 5Y | -63.7% | +22.0% | -85.7% | -67.1% |
| All | -10.1% | +176.9% | -187.0% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling