-66.5%
CSGP vs EXE
+165.2%
-231.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.7% |
| 7D | +1.3% | +5.3% | -4.0% | +0.6% |
| 30D | +2.8% | -2.2% | +5.0% | +3.2% |
| 3M | -6.3% | -5.9% | -0.4% | -5.6% |
| 6M | -3.2% | -5.7% | +2.6% | -2.5% |
| YTD | -54.0% | -17.8% | -36.1% | -52.9% |
| 1Y | -54.8% | -23.1% | -31.7% | -53.4% |
| 3Y | -60.6% | +21.2% | -81.8% | -62.0% |
| 5Y | -62.6% | +78.8% | -141.4% | -65.2% |
| All | -66.5% | +165.2% | -231.7% | -69.4% |
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