+44.1%
CSGP vs ESI
+316.2%
-272.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.4% | -3.2% |
| 7D | -4.1% | +3.3% | -7.4% | -4.9% |
| 30D | +2.3% | -5.9% | +8.2% | +3.7% |
| 3M | -8.2% | -14.1% | +5.9% | -6.4% |
| 6M | -35.1% | +6.6% | -41.6% | -39.4% |
| YTD | -54.0% | +45.0% | -99.1% | -61.4% |
| 1Y | -65.3% | +41.5% | -106.8% | -70.8% |
| 3Y | -62.6% | +78.8% | -141.3% | -71.6% |
| 5Y | -64.8% | +70.9% | -135.7% | -73.3% |
| All | +44.1% | +316.2% | -272.0% | -19.1% |
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