-68.6%
AAL vs CSGP
+65.8%
-134.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -2.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | +11.7% | +2.8% | +8.9% | +9.7% |
| 3M | -12.5% | -6.3% | -6.2% | -11.7% |
| 6M | +3.6% | -3.2% | +6.8% | +1.9% |
| YTD | -14.1% | -54.0% | +39.9% | +10.3% |
| 1Y | +0.8% | -54.8% | +55.6% | +30.1% |
| 3Y | +11.8% | -60.6% | +72.4% | +48.8% |
| 5Y | -35.1% | -62.6% | +27.5% | -15.0% |
| All | -68.6% | +65.8% | -134.4% | -74.5% |
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