+65.2%
CSGP vs ES
+85.7%
-20.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -3.6% |
| 7D | +1.3% | +1.9% | -0.6% | +0.6% |
| 30D | +10.7% | +7.1% | +3.6% | +8.3% |
| 3M | +3.3% | -1.9% | +5.2% | +4.1% |
| 6M | -10.3% | +4.4% | -14.7% | -11.6% |
| YTD | -54.6% | +7.3% | -61.9% | -55.9% |
| 1Y | -54.6% | +2.1% | -56.8% | -55.4% |
| 3Y | -60.3% | +41.8% | -102.2% | -66.0% |
| 5Y | -63.3% | +1.4% | -64.7% | -64.7% |
| All | +65.2% | +85.7% | -20.5% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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