+55.6%
CSGP vs EXEL
+325.9%
-270.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | -6.1% | +1.6% | -7.7% | -6.4% |
| 30D | +0.3% | +17.4% | -17.0% | -2.4% |
| 3M | -1.3% | +38.6% | -39.9% | -6.7% |
| 6M | -8.9% | +41.2% | -50.1% | -14.3% |
| YTD | -55.2% | +59.3% | -114.6% | -59.0% |
| 1Y | -56.4% | +60.2% | -116.6% | -60.2% |
| 3Y | -62.2% | +232.6% | -294.8% | -70.5% |
| 5Y | -63.7% | +285.9% | -349.5% | -72.7% |
| All | +55.6% | +325.9% | -270.3% | +9.4% |
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