+65.2%
CSGP vs EXEL
+461.0%
-395.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -5.9% | -4.9% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +10.7% | +19.0% | -8.4% | +7.5% |
| 3M | +3.3% | +33.3% | -30.0% | -1.7% |
| 6M | -10.3% | +42.9% | -53.2% | -15.9% |
| YTD | -54.6% | +58.7% | -113.3% | -58.3% |
| 1Y | -54.6% | +70.5% | -125.2% | -59.0% |
| 3Y | -60.3% | +233.8% | -294.2% | -68.9% |
| 5Y | -63.3% | +259.3% | -322.7% | -72.0% |
| All | +65.2% | +461.0% | -395.8% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling