-62.8%
CSGP vs A
+26.9%
-89.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | -4.1% | -1.9% | -2.1% | -3.4% |
| 30D | +2.3% | +6.9% | -4.6% | -0.4% |
| 3M | -8.2% | +9.2% | -17.4% | -11.6% |
| 6M | -35.1% | +25.7% | -60.7% | -41.4% |
| YTD | -54.0% | +11.5% | -65.6% | -56.3% |
| 1Y | -65.3% | +18.4% | -83.7% | -68.0% |
| All | -62.8% | +26.9% | -89.7% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling