-58.4%
CSGP vs AA
+48.6%
-106.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.2% |
| 7D | +13.9% | -3.7% | +17.6% | +14.2% |
| 30D | +16.0% | -10.8% | +26.8% | +17.0% |
| 3M | +6.1% | -19.1% | +25.2% | +7.7% |
| 6M | -8.2% | -38.7% | +30.5% | -5.0% |
| YTD | -52.3% | -27.1% | -25.2% | -52.5% |
| 1Y | -54.5% | +8.3% | -62.8% | -57.6% |
| All | -58.4% | +48.6% | -106.9% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling