+67.3%
CSGP vs ET
+169.5%
-102.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | -1.8% | -4.4% | +2.6% | -0.9% |
| 30D | +5.3% | -4.8% | +10.1% | +6.2% |
| 3M | +3.3% | -3.4% | +6.7% | +3.8% |
| 6M | -4.7% | +2.2% | -6.9% | -5.6% |
| YTD | -53.5% | +24.2% | -77.7% | -56.1% |
| 1Y | -53.7% | +24.5% | -78.2% | -56.4% |
| 3Y | -59.7% | +83.6% | -143.4% | -65.3% |
| 5Y | -62.5% | +203.4% | -265.9% | -71.2% |
| 10Y | +67.3% | +166.5% | -99.3% | +21.7% |
| All | +67.3% | +169.5% | -102.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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