-61.5%
CSGP vs ES
+5.0%
-66.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.4% |
| 7D | +13.9% | +5.9% | +8.0% | +11.7% |
| 30D | +16.0% | +10.2% | +5.8% | +12.3% |
| 3M | +6.1% | +0.4% | +5.7% | +5.9% |
| 6M | -8.2% | +6.9% | -15.0% | -10.2% |
| YTD | -52.3% | +10.5% | -62.8% | -54.1% |
| 1Y | -54.5% | +3.2% | -57.7% | -55.4% |
| 3Y | -58.6% | +49.0% | -107.6% | -65.4% |
| 5Y | -61.5% | +4.5% | -66.0% | -64.0% |
| All | -61.5% | +5.0% | -66.5% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling