+98.1%
AGG vs CSGP
+1,081.8%
-983.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | -0.1% |
| 7D | +0.2% | +1.3% | -1.1% | +0.2% |
| 30D | +2.4% | +10.7% | -8.3% | +2.4% |
| 3M | -0.2% | +3.3% | -3.5% | -0.2% |
| 6M | -1.0% | -10.3% | +9.4% | -1.0% |
| YTD | -0.4% | -54.6% | +54.2% | -0.4% |
| 1Y | -0.1% | -54.6% | +54.6% | -0.1% |
| 3Y | +15.3% | -60.3% | +75.6% | +15.2% |
| 5Y | -1.3% | -63.3% | +62.0% | -1.4% |
| 10Y | +15.4% | +66.5% | -51.1% | +18.5% |
| All | +98.1% | +1,081.8% | -983.7% | +111.2% |
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