+38.5%
EQT vs CSGP
-61.1%
+99.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.5% |
| 7D | -3.8% | -3.2% | -0.7% | -3.5% |
| 30D | -1.3% | +2.2% | -3.5% | -2.0% |
| 3M | -3.5% | -3.7% | +0.1% | -3.7% |
| 6M | -6.5% | -7.4% | +1.0% | -6.1% |
| YTD | -1.8% | -54.9% | +53.1% | +11.5% |
| 1Y | -10.7% | -54.9% | +44.2% | +1.3% |
| 3Y | +38.5% | -61.9% | +100.5% | +59.0% |
| All | +38.5% | -61.1% | +99.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling