+55.6%
CSGP vs ESI
+321.1%
-265.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | 0.0% |
| 7D | -6.1% | +8.3% | -14.4% | -7.9% |
| 30D | +0.3% | -10.4% | +10.8% | +2.2% |
| 3M | -1.3% | -13.2% | +11.9% | +0.9% |
| 6M | -8.9% | -23.9% | +14.9% | -5.6% |
| YTD | -55.2% | +34.2% | -89.4% | -62.2% |
| 1Y | -56.4% | +22.2% | -78.6% | -62.1% |
| 3Y | -62.2% | +79.2% | -141.4% | -72.0% |
| 5Y | -63.7% | +38.1% | -101.8% | -71.2% |
| All | +55.6% | +321.1% | -265.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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