-54.6%
CSGP vs ET
+22.7%
-77.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.6% |
| 7D | +1.3% | -7.9% | +9.1% | -0.4% |
| 30D | +10.7% | -5.9% | +16.6% | +9.5% |
| 3M | +3.3% | -5.2% | +8.5% | +1.6% |
| 6M | -10.3% | +0.3% | -10.6% | -12.9% |
| YTD | -54.6% | +23.1% | -77.7% | -51.9% |
| 1Y | -54.6% | +22.7% | -77.4% | -52.1% |
| All | -54.6% | +22.7% | -77.3% | -52.1% |
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