+65.2%
CSGP vs ESI
+312.6%
-247.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.1% |
| 7D | +1.3% | -8.5% | +9.8% | +3.2% |
| 30D | +10.7% | -15.7% | +26.3% | +14.4% |
| 3M | +3.3% | -18.2% | +21.5% | +7.1% |
| 6M | -10.3% | -28.8% | +18.5% | -5.7% |
| YTD | -54.6% | +26.3% | -80.8% | -61.1% |
| 1Y | -54.6% | +18.2% | -72.9% | -60.4% |
| 3Y | -60.3% | +68.1% | -128.4% | -70.2% |
| 5Y | -63.3% | +28.8% | -92.1% | -70.4% |
| All | +65.2% | +312.6% | -247.4% | -9.5% |
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