-68.3%
AAL vs CSGP
+61.2%
-129.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | +2.9% | -6.1% | +9.0% | +5.2% |
| 30D | +6.5% | +0.3% | +6.1% | +5.5% |
| 3M | -10.9% | -1.3% | -9.5% | -11.8% |
| 6M | +4.9% | -8.9% | +13.8% | +5.5% |
| YTD | -13.2% | -55.2% | +42.1% | +12.6% |
| 1Y | -1.1% | -56.4% | +55.3% | +29.3% |
| 3Y | +12.8% | -62.2% | +75.0% | +52.6% |
| 5Y | -34.4% | -63.7% | +29.3% | -13.2% |
| All | -68.3% | +61.2% | -129.5% | -73.9% |
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