-63.1%
CSGP vs ET
+215.7%
-278.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.3% | +2.5% | -1.2% | +0.6% |
| 30D | +2.8% | -2.5% | +5.3% | +3.2% |
| 3M | -6.3% | -4.9% | -1.5% | -5.4% |
| 6M | -3.2% | -0.1% | -3.1% | -3.9% |
| YTD | -54.0% | +26.2% | -80.2% | -57.9% |
| 1Y | -54.8% | +25.2% | -80.0% | -58.6% |
| 3Y | -60.6% | +84.2% | -144.8% | -68.3% |
| All | -63.1% | +215.7% | -278.8% | -72.3% |
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