+84.8%
CSGP vs ESI
+201.5%
-116.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.7% | +5.0% |
| 7D | +18.3% | -6.6% | +24.9% | +19.9% |
| 30D | +17.8% | -10.9% | +28.7% | +20.0% |
| 3M | +9.3% | -13.8% | +23.1% | +11.6% |
| 6M | -7.9% | -21.5% | +13.6% | -5.7% |
| YTD | -51.5% | +34.7% | -86.2% | -57.6% |
| 1Y | -53.3% | +24.9% | -78.2% | -58.4% |
| 3Y | -57.9% | +78.7% | -136.6% | -66.6% |
| 5Y | -61.3% | +36.4% | -97.7% | -67.5% |
| 10Y | +77.5% | +358.5% | -280.9% | +8.4% |
| All | +84.8% | +201.5% | -116.6% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling