-61.9%
CSGP vs ET
+85.6%
-147.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.4% |
| 7D | -3.2% | -1.9% | -1.3% | -2.7% |
| 30D | +2.2% | -3.1% | +5.3% | +2.8% |
| 3M | -3.7% | -3.9% | +0.3% | -3.1% |
| 6M | -7.4% | +4.0% | -11.5% | -9.7% |
| YTD | -54.9% | +26.4% | -81.3% | -59.3% |
| 1Y | -54.9% | +24.9% | -79.8% | -59.2% |
| 3Y | -61.9% | +85.2% | -147.1% | -72.4% |
| All | -61.9% | +85.6% | -147.5% | -72.4% |
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