+62.6%
CSGP vs ET
+173.2%
-110.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.1% | +1.8% | -8.9% | -7.5% |
| 30D | +3.6% | -3.0% | +6.6% | +4.1% |
| 3M | -2.7% | -4.7% | +2.0% | -2.0% |
| 6M | -8.0% | +2.7% | -10.7% | -9.0% |
| YTD | -55.0% | +26.5% | -81.5% | -57.7% |
| 1Y | -55.8% | +25.0% | -80.7% | -58.3% |
| 3Y | -62.0% | +85.4% | -147.4% | -67.3% |
| 5Y | -62.9% | +215.5% | -278.4% | -71.7% |
| 10Y | +62.6% | +161.3% | -98.7% | +19.1% |
| All | +62.6% | +173.2% | -110.6% | +19.1% |
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