+44.1%
CSGP vs AA
+115.8%
-71.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.2% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +2.3% | +5.0% | -2.7% | +1.5% |
| 3M | -8.2% | -35.8% | +27.7% | -3.3% |
| 6M | -35.1% | -18.4% | -16.7% | -34.3% |
| YTD | -54.0% | -5.5% | -48.6% | -54.8% |
| 1Y | -65.3% | +61.0% | -126.3% | -68.6% |
| 3Y | -62.6% | +66.2% | -128.8% | -67.4% |
| 5Y | -64.8% | +11.4% | -76.2% | -68.9% |
| All | +44.1% | +115.8% | -71.7% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling