-1.1%
AAL vs CSGP
-55.9%
+54.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.6% |
| 7D | +2.9% | -6.1% | +9.0% | +3.3% |
| 30D | +6.5% | +0.3% | +6.1% | +6.7% |
| 3M | -10.9% | -1.3% | -9.5% | -10.6% |
| 6M | +4.9% | -8.9% | +13.8% | +4.0% |
| YTD | -13.2% | -55.2% | +42.1% | -15.8% |
| 1Y | -1.1% | -56.4% | +55.3% | -2.5% |
| All | -1.1% | -55.9% | +54.8% | -2.5% |
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 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