+56.7%
EQT vs CSGP
+61.2%
-4.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | +3.4% | -6.1% | +9.5% | +4.5% |
| 30D | -3.5% | +0.3% | -3.8% | -4.1% |
| 3M | -2.8% | -1.3% | -1.5% | -3.5% |
| 6M | -5.5% | -8.9% | +3.4% | -5.1% |
| YTD | -1.1% | -55.2% | +54.1% | +12.7% |
| 1Y | -12.9% | -56.4% | +43.5% | -0.2% |
| 3Y | +39.5% | -62.2% | +101.7% | +62.4% |
| 5Y | +164.1% | -63.7% | +227.8% | +204.4% |
| All | +56.7% | +61.2% | -4.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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