+77.5%
CSGP vs ES
+86.8%
-9.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +2.0% | +3.3% |
| 7D | +18.3% | +5.3% | +13.0% | +16.2% |
| 30D | +17.8% | +8.9% | +8.9% | +14.5% |
| 3M | +9.3% | -1.9% | +11.2% | +10.1% |
| 6M | -7.9% | +3.9% | -11.8% | -9.1% |
| YTD | -51.5% | +8.3% | -59.8% | -53.1% |
| 1Y | -53.3% | -0.1% | -53.2% | -53.7% |
| 3Y | -57.9% | +46.0% | -103.9% | -64.3% |
| 5Y | -61.3% | +3.1% | -64.4% | -63.0% |
| 10Y | +77.5% | +88.4% | -10.9% | +63.1% |
| All | +77.5% | +86.8% | -9.3% | +63.1% |
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