-54.5%
CSGP vs ABCL
+127.6%
-182.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.7% | -1.9% |
| 7D | +13.9% | -14.9% | +28.8% | +13.5% |
| 30D | +16.0% | -15.4% | +31.4% | +15.8% |
| 3M | +6.1% | +88.0% | -81.9% | +4.4% |
| 6M | -8.2% | +138.8% | -147.0% | -10.1% |
| YTD | -52.3% | +225.4% | -277.8% | -55.0% |
| 1Y | -54.5% | +137.3% | -191.8% | -55.8% |
| All | -54.5% | +127.6% | -182.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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