-63.7%
CSGP vs ET
+217.1%
-280.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.1% | +3.0% | -9.1% | -6.9% |
| 30D | +0.3% | -3.5% | +3.8% | +1.0% |
| 3M | -1.3% | -5.6% | +4.3% | 0.0% |
| 6M | -8.9% | +0.5% | -9.4% | -9.8% |
| YTD | -55.2% | +26.3% | -81.6% | -59.0% |
| 1Y | -56.4% | +25.7% | -82.1% | -60.1% |
| 3Y | -62.2% | +85.1% | -147.3% | -69.7% |
| 5Y | -63.7% | +216.4% | -280.1% | -73.0% |
| All | -63.7% | +217.1% | -280.8% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling