+1,804.4%
APO vs CSGP
+399.6%
+1,404.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.4% |
| 7D | -1.0% | -4.1% | +3.1% | +0.7% |
| 30D | +3.5% | +2.3% | +1.1% | +2.1% |
| 3M | +4.5% | -8.2% | +12.7% | +6.8% |
| 6M | +22.8% | -35.1% | +57.8% | +44.9% |
| YTD | -6.5% | -54.0% | +47.5% | +26.9% |
| 1Y | +0.8% | -65.3% | +66.1% | +54.4% |
| 3Y | +62.0% | -62.6% | +124.5% | +133.1% |
| 5Y | +138.2% | -64.8% | +203.1% | +243.0% |
| 10Y | +940.3% | +45.1% | +895.2% | +727.9% |
| All | +1,804.4% | +399.6% | +1,404.8% | +765.2% |
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