-60.3%
CSGP vs EXEL
+231.1%
-291.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.2% |
| 3M | +3.3% | +33.3% | -30.0% | -0.6% |
| 6M | -10.3% | +42.9% | -53.2% | -14.4% |
| YTD | -54.6% | +58.7% | -113.3% | -57.4% |
| 1Y | -54.6% | +70.5% | -125.2% | -58.0% |
| 3Y | -60.3% | +233.8% | -294.2% | -69.7% |
| All | -60.3% | +231.1% | -291.5% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling