+2,046.0%
EQT vs CSGP
+3,334.4%
-1,288.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | +1.1% | -4.1% | +5.2% | +1.7% |
| 30D | +7.7% | +2.3% | +5.4% | +7.2% |
| 3M | +0.2% | -8.2% | +8.4% | +1.0% |
| 6M | -9.5% | -35.1% | +25.6% | -4.3% |
| YTD | +3.8% | -54.0% | +57.9% | +14.7% |
| 1Y | +7.8% | -65.3% | +73.1% | +23.8% |
| 3Y | +30.1% | -62.6% | +92.7% | +46.8% |
| 5Y | +188.6% | -64.8% | +253.4% | +223.6% |
| 10Y | +54.6% | +45.1% | +9.5% | +39.3% |
| All | +2,046.0% | +3,334.4% | -1,288.4% | +1,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling