-60.3%
CSGP vs ET
+73.7%
-134.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | +1.3% | -7.9% | +9.1% | +3.5% |
| 30D | +10.7% | -5.9% | +16.6% | +12.3% |
| 3M | +3.3% | -5.2% | +8.5% | +4.2% |
| 6M | -10.3% | +0.3% | -10.6% | -11.5% |
| YTD | -54.6% | +23.1% | -77.7% | -58.7% |
| 1Y | -54.6% | +22.7% | -77.4% | -58.8% |
| 3Y | -60.3% | +75.4% | -135.7% | -70.4% |
| All | -60.3% | +73.7% | -134.0% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling