+61.8%
EQT vs CSGP
+65.4%
-3.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.3% | -7.1% | +7.4% | +1.6% |
| 30D | -0.7% | +3.6% | -4.3% | -1.9% |
| 3M | -2.8% | -2.7% | -0.1% | -3.2% |
| 6M | -6.1% | -8.0% | +2.0% | -5.8% |
| YTD | -0.5% | -55.0% | +54.5% | +13.4% |
| 1Y | -12.1% | -55.8% | +43.6% | +0.4% |
| 3Y | +40.4% | -62.0% | +102.4% | +63.3% |
| 5Y | +167.8% | -62.9% | +230.7% | +207.6% |
| 10Y | +61.8% | +62.6% | -0.8% | +55.2% |
| All | +61.8% | +65.4% | -3.6% | +55.2% |
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