-7.9%
CSGP vs ES
+2.2%
-10.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +2.0% | +2.5% |
| 7D | +18.3% | +5.3% | +13.0% | +14.3% |
| 30D | +17.8% | +8.9% | +8.9% | +12.0% |
| 3M | +9.3% | -1.9% | +11.2% | +9.2% |
| 6M | -7.9% | +3.9% | -11.8% | -8.2% |
| All | -7.9% | +2.2% | -10.1% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling