-62.8%
CSGP vs ES
+29.7%
-92.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | +2.3% | -2.0% | +4.3% | +2.9% |
| 3M | -8.2% | +1.7% | -9.8% | -8.4% |
| 6M | -35.1% | -3.5% | -31.5% | -34.4% |
| YTD | -54.0% | +7.9% | -61.9% | -55.2% |
| 1Y | -65.3% | +17.2% | -82.5% | -67.2% |
| All | -62.8% | +29.7% | -92.5% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling