+62.6%
CSGP vs EXEL
+354.7%
-292.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.1% | -2.8% | -4.3% | -6.7% |
| 30D | +3.6% | +18.2% | -14.6% | +0.7% |
| 3M | -2.7% | +37.7% | -40.5% | -8.0% |
| 6M | -8.1% | +42.2% | -50.3% | -13.7% |
| YTD | -55.0% | +61.3% | -116.3% | -58.9% |
| 1Y | -55.8% | +64.5% | -120.3% | -59.8% |
| 3Y | -62.0% | +236.7% | -298.7% | -70.4% |
| 5Y | -62.9% | +296.3% | -359.2% | -72.3% |
| 10Y | +62.6% | +331.1% | -268.5% | +13.3% |
| All | +62.6% | +354.7% | -292.1% | +13.3% |
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