-52.8%
ACHR vs CSGP
-66.5%
+13.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.5% |
| 7D | +14.0% | -3.2% | +17.2% | +15.6% |
| 30D | -5.0% | +2.2% | -7.3% | -9.4% |
| 3M | -24.8% | -3.7% | -21.1% | -26.0% |
| 6M | -27.3% | -7.4% | -19.9% | -28.7% |
| YTD | -37.4% | -54.9% | +17.5% | -2.8% |
| 1Y | -44.3% | -54.9% | +10.6% | -13.6% |
| 3Y | -5.2% | -61.9% | +56.7% | +61.7% |
| 5Y | -20.8% | -63.1% | +42.3% | +28.1% |
| All | -52.8% | -66.5% | +13.7% | -18.3% |
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