-63.2%
CSGP vs EXE
+61.0%
-124.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.6% |
| 7D | +1.3% | -6.6% | +7.8% | +2.3% |
| 30D | +10.7% | -4.0% | +14.7% | +11.4% |
| 3M | +3.3% | -7.5% | +10.7% | +4.5% |
| 6M | -10.3% | -11.7% | +1.3% | -8.7% |
| YTD | -54.6% | -22.0% | -32.6% | -53.1% |
| 1Y | -54.6% | -21.8% | -32.8% | -53.2% |
| 3Y | -60.3% | +8.0% | -68.4% | -61.4% |
| All | -63.2% | +61.0% | -124.2% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling