-58.4%
CSGP vs ESI
+64.8%
-123.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.4% | -1.5% |
| 7D | +13.9% | -13.1% | +27.0% | +14.2% |
| 30D | +16.0% | -18.5% | +34.5% | +16.7% |
| 3M | +6.1% | -19.6% | +25.7% | +6.8% |
| 6M | -8.2% | -29.8% | +21.6% | -7.1% |
| YTD | -52.3% | +23.9% | -76.2% | -59.3% |
| 1Y | -54.5% | +15.0% | -69.5% | -60.4% |
| All | -58.4% | +64.8% | -123.2% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling