-64.8%
CSGP vs EXE
+109.5%
-174.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.3% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +2.3% | +8.5% | -6.1% | +1.2% |
| 3M | -8.2% | +5.5% | -13.6% | -8.9% |
| 6M | -35.1% | -5.9% | -29.2% | -34.6% |
| YTD | -54.0% | -9.7% | -44.3% | -53.6% |
| 1Y | -65.3% | +3.6% | -68.9% | -65.8% |
| 3Y | -62.6% | +18.0% | -80.6% | -64.0% |
| All | -64.8% | +109.5% | -174.2% | -67.3% |
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