-26.3%
CSGP vs AAOX
-93.0%
+66.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.6% | -17.3% | -3.9% |
| 7D | +1.3% | -52.9% | +54.2% | -2.2% |
| 30D | +10.7% | -86.9% | +97.6% | +2.0% |
| 3M | +3.3% | -89.6% | +92.9% | -4.5% |
| 6M | -10.3% | -97.3% | +87.0% | -18.1% |
| All | -26.3% | -93.0% | +66.7% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling