+1,649.0%
APO vs CSGP
+426.6%
+1,222.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.0% | +4.1% | +6.5% |
| 7D | +8.2% | +18.3% | -10.1% | +0.9% |
| 30D | +6.4% | +17.8% | -11.4% | -1.9% |
| 3M | -7.4% | +9.3% | -16.7% | -12.4% |
| 6M | -4.2% | -7.9% | +3.7% | -4.0% |
| YTD | -14.1% | -51.5% | +37.4% | +12.4% |
| 1Y | -4.4% | -53.3% | +48.9% | +27.1% |
| 3Y | +51.2% | -57.9% | +109.1% | +104.2% |
| 5Y | +75.0% | -61.3% | +136.3% | +138.8% |
| 10Y | +921.9% | +77.5% | +844.3% | +644.4% |
| All | +1,649.0% | +426.6% | +1,222.4% | +666.2% |
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