+539.0%
CSGP vs ET
+1,270.1%
-731.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +13.9% | -8.1% | +22.0% | +15.9% |
| 30D | +16.0% | -7.5% | +23.5% | +17.7% |
| 3M | +6.1% | -4.1% | +10.2% | +6.7% |
| 6M | -8.2% | -2.7% | -5.5% | -7.9% |
| YTD | -52.3% | +22.6% | -75.0% | -54.7% |
| 1Y | -54.5% | +22.0% | -76.5% | -56.7% |
| 3Y | -58.6% | +72.8% | -131.4% | -63.6% |
| 5Y | -61.5% | +201.4% | -262.9% | -70.2% |
| 10Y | +74.7% | +211.8% | -137.1% | +24.4% |
| All | +539.0% | +1,270.1% | -731.1% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling