+67.3%
CSGP vs ESI
+323.5%
-256.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.9% | +1.0% |
| 7D | -1.8% | -3.5% | +1.6% | -1.2% |
| 30D | +5.3% | -9.3% | +14.5% | +6.9% |
| 3M | +3.3% | -12.8% | +16.1% | +5.4% |
| 6M | -4.7% | -24.6% | +19.9% | -1.0% |
| YTD | -53.5% | +32.7% | -86.3% | -60.7% |
| 1Y | -53.7% | +20.3% | -74.0% | -59.6% |
| 3Y | -59.7% | +80.2% | -139.9% | -70.3% |
| 5Y | -62.5% | +40.0% | -102.4% | -70.4% |
| 10Y | +67.3% | +310.8% | -243.5% | -9.2% |
| All | +67.3% | +323.5% | -256.2% | -9.2% |
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