-65.3%
CSGP vs EXEL
+59.2%
-124.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.1% | +8.4% | -12.4% | -4.7% |
| 30D | +2.3% | +4.1% | -1.8% | +1.9% |
| 3M | -8.2% | +12.4% | -20.6% | -8.7% |
| 6M | -35.1% | +41.5% | -76.6% | -36.2% |
| YTD | -54.0% | +34.6% | -88.7% | -54.7% |
| 1Y | -65.3% | +57.9% | -123.2% | -67.5% |
| All | -65.3% | +59.2% | -124.5% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling