-55.8%
CSGP vs EXEL
+70.6%
-126.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.1% | -2.8% | -4.3% | -6.9% |
| 30D | +3.6% | +18.2% | -14.6% | +2.5% |
| 3M | -2.7% | +37.7% | -40.5% | -4.4% |
| 6M | -8.1% | +42.2% | -50.3% | -8.6% |
| YTD | -55.0% | +61.3% | -116.3% | -55.2% |
| 1Y | -55.8% | +64.5% | -120.3% | -55.9% |
| All | -55.8% | +70.6% | -126.3% | -55.9% |
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