-67.3%
CSGP vs EXE
+163.8%
-231.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.1% | +1.5% | -8.6% | -7.3% |
| 30D | +3.6% | -0.2% | +3.8% | +3.7% |
| 3M | -2.7% | -9.2% | +6.5% | -1.5% |
| 6M | -8.0% | -7.2% | -0.8% | -7.2% |
| YTD | -55.0% | -18.3% | -36.7% | -53.9% |
| 1Y | -55.8% | -23.6% | -32.1% | -54.3% |
| 3Y | -62.0% | +21.9% | -83.9% | -63.4% |
| 5Y | -62.9% | +73.7% | -136.6% | -65.4% |
| All | -67.3% | +163.8% | -231.0% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling