-32.8%
AAL vs CSGP
-64.7%
+31.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.1% |
| 7D | -3.7% | -4.1% | +0.3% | -2.4% |
| 30D | -20.8% | +2.3% | -23.1% | -21.9% |
| 3M | -1.3% | -8.2% | +6.9% | +0.5% |
| 6M | +5.4% | -35.1% | +40.4% | +22.1% |
| YTD | -14.4% | -54.0% | +39.7% | +12.6% |
| 1Y | +2.1% | -65.3% | +67.4% | +52.5% |
| 3Y | -10.6% | -62.6% | +52.0% | +24.5% |
| All | -32.8% | -64.7% | +31.9% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling