-61.5%
CSGP vs EXE
+62.9%
-124.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.3% |
| 7D | +13.9% | -5.6% | +19.5% | +14.8% |
| 30D | +16.0% | -3.3% | +19.3% | +16.6% |
| 3M | +6.1% | -5.5% | +11.6% | +7.0% |
| 6M | -8.2% | -13.4% | +5.3% | -6.3% |
| YTD | -52.3% | -21.3% | -31.0% | -50.9% |
| 1Y | -54.5% | -20.7% | -33.8% | -53.2% |
| 3Y | -58.6% | +3.9% | -62.5% | -59.5% |
| 5Y | -61.5% | +63.7% | -125.2% | -63.6% |
| All | -61.5% | +62.9% | -124.4% | -63.6% |
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