-28.9%
AAL vs CSGP
+599.2%
-628.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.6% | -3.5% | -4.3% |
| 7D | +1.2% | +13.9% | -12.7% | -5.5% |
| 30D | -0.5% | +16.0% | -16.5% | -9.4% |
| 3M | -22.0% | +6.1% | -28.1% | -26.4% |
| 6M | +4.5% | -8.2% | +12.7% | +4.2% |
| YTD | -15.7% | -52.3% | +36.7% | +15.9% |
| 1Y | -3.7% | -54.5% | +50.8% | +35.4% |
| 3Y | +7.9% | -58.6% | +66.5% | +53.2% |
| 5Y | -40.7% | -61.5% | +20.8% | -15.3% |
| 10Y | -66.3% | +74.7% | -141.0% | -83.9% |
| All | -28.9% | +599.2% | -628.1% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling