-27.0%
CSGP vs AAOX
-91.5%
+64.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +31.3% | -31.5% | +1.6% |
| 7D | -7.1% | -20.1% | +13.1% | -7.4% |
| 30D | +3.6% | -75.5% | +79.1% | -1.6% |
| 3M | -2.7% | -89.0% | +86.2% | -9.2% |
| 6M | -8.0% | -96.7% | +88.7% | -14.5% |
| All | -27.0% | -91.5% | +64.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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