-55.8%
CSGP vs ET
+25.1%
-80.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.1% | +1.8% | -8.9% | -6.7% |
| 30D | +3.6% | -3.0% | +6.6% | +3.2% |
| 3M | -2.7% | -4.7% | +2.0% | -3.5% |
| 6M | -8.0% | +2.7% | -10.7% | -10.2% |
| YTD | -55.0% | +26.5% | -81.5% | -52.0% |
| 1Y | -55.8% | +25.0% | -80.7% | -53.1% |
| All | -55.8% | +25.1% | -80.9% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling