+7.7%
AAL vs CSGP
-53.2%
+61.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +6.1% |
| 7D | +8.3% | +18.3% | -10.0% | +7.6% |
| 30D | +6.2% | +17.8% | -11.6% | +5.8% |
| 3M | -17.7% | +9.3% | -26.9% | -17.9% |
| 6M | +15.4% | -7.9% | +23.3% | +14.3% |
| YTD | -11.1% | -51.5% | +40.5% | -12.1% |
| 1Y | +7.7% | -53.3% | +61.1% | +9.7% |
| All | +7.7% | -53.2% | +61.0% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling