+75.3%
CSGP vs ESI
+224.6%
-149.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.4% | -3.1% |
| 7D | -4.1% | +3.3% | -7.4% | -4.8% |
| 30D | +2.3% | -5.9% | +8.2% | +3.5% |
| 3M | -8.2% | -14.1% | +5.9% | -6.6% |
| 6M | -35.1% | +6.6% | -41.6% | -38.5% |
| YTD | -54.0% | +45.0% | -99.1% | -60.1% |
| 1Y | -65.3% | +41.5% | -106.8% | -69.8% |
| 3Y | -62.6% | +78.8% | -141.3% | -69.9% |
| 5Y | -64.8% | +70.9% | -135.7% | -71.7% |
| 10Y | +45.1% | +317.1% | -272.0% | -9.6% |
| All | +75.3% | +224.6% | -149.3% | +18.1% |
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