-61.2%
ACHR vs CSGP
-64.6%
+3.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.4% | -5.2% |
| 7D | -11.6% | +13.9% | -25.5% | -18.3% |
| 30D | -16.8% | +16.0% | -32.8% | -26.2% |
| 3M | -25.6% | +6.1% | -31.7% | -30.3% |
| 6M | -33.7% | -8.2% | -25.6% | -34.4% |
| YTD | -48.5% | -52.3% | +3.8% | -22.3% |
| 1Y | -59.6% | -54.5% | -5.1% | -36.7% |
| 3Y | -29.3% | -58.6% | +29.3% | +14.7% |
| 5Y | -38.5% | -61.5% | +23.0% | -2.5% |
| All | -61.2% | -64.6% | +3.4% | -34.6% |
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