-7.9%
CSGP vs ESI
-22.1%
+14.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.7% | +1.5% |
| 7D | +18.3% | -6.6% | +24.9% | +14.4% |
| 30D | +17.8% | -10.9% | +28.7% | +12.5% |
| 3M | +9.3% | -13.8% | +23.1% | +3.1% |
| 6M | -7.9% | -21.5% | +13.6% | -16.3% |
| All | -7.9% | -22.1% | +14.2% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling