-53.3%
CSGP vs AA
+13.9%
-67.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | +4.3% |
| 7D | +18.3% | +0.9% | +17.4% | +18.4% |
| 30D | +17.8% | -6.4% | +24.2% | +17.2% |
| 3M | +9.3% | -13.0% | +22.2% | +8.2% |
| 6M | -7.9% | -34.6% | +26.7% | -10.7% |
| YTD | -51.5% | -23.0% | -28.5% | -53.1% |
| 1Y | -53.3% | +16.0% | -69.3% | -55.4% |
| All | -53.3% | +13.9% | -67.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling